
In this course you will learn how to set up Automated Decision Support System. It is highly recommended to at least being part of Lazy Trading Part 2 and 3 courses
This course will help you to automatically disable trading system that is out of control and not profitable
Disclaimer!
Monitoring Profit Factor: Theory
Implementation of RL algorithm for the Trading Problem. Part 1 Theory of Reinforcement Learning from Nature and application to the computer science problem
Part 2 of Reinforcement learning theory - explaining detailed path on how to apply this algorithm to the trading problem
Code we will study and apply during this course
Deep dive into the function that is checking if system should be optimized
Reviewing code allowing us to write summary of the trading Systems that needs maintenance in Demo Account
Reviewing code of performing statistical analysis of trades using profit factor. Managing many trades and systems
Why to write functions:
Documentation
Debugging
Reuse them
More compact/abstract code
Reviewing vignette about Reinforcement Learning
Applying Reinforcement Learning R package for taking decision to enable/disable trading system
Modeling and applying policy
Deep Dive to function that generates Reinforcement Learning Policy for each trading robot
Deep Dive into function to record policy to the Trading Platform Meta Trader 4
Motivations behind this Section. Goal is to lean data and computer science techniques by simulating performance of the Reinforcement Learning for many control parameters. Subjects of data science skills covered:
for loops in R
logging results from function
aggregating data within a function
manipulation of data using dplyr pipes
functional programming
Reviewing the adapted TradeTrigger.R script that is now reading control parameters from file.
Review code in script Adapt_RL_control.R. This script is aimed to be running periodically. It is aiming to simulate RL outcomes with multiple parameters to choose the best sets of parameters.
Review the function write_control_parameters.R. This lecture will focus on reviewing just the code that uses 3 nested for loops to perform RL modelling and record Q values for many different sets of control parameters
Part 2 of reviewing the function write_control_parameters.R. In particular we will review another nested function log_RL_progress.R
This function is logging a progress of Reinforcement learning over it's learning iteration progress
Part 3 of reviewing the function write_control_parameters.R. This time we will simulate trading results in the terminal 3
Summary of this chapter:
Steps taken:
reading best control parameter results
performing selection of best control parameters
for loop to simulate and record logs from RL models with many control parameters
log function construct
trade simulation and selecting best parameters
How to automate R scripts:
test R scripts first by executing them in R-Studio, make sure to use absolute paths of your computer
bat executable files
Create bat executable file with a command:
::"path to your R folder/Rscript.ext" "path to your R Script to automate"
"C:/ProgramFiles/R/Rscript.exe" "C/Documents/Folder/YourTradingControlRepo/TradeTrigger.R"
Task Scheduler
Setup the Task to be working every 1/2 hour. Point it to the *.bat file
Test
Execute *.bat script
Execute Task...
COUPONS FOR OTHER COURSES
"This is about a Robot that can control Robots!"
About the Lazy Trading Courses:
This series of courses is designed to to combine fascinating experience of Algorithmic Trading and at the same time to learn Computer and Data Science! Particular focus is made on building Decision Support System that can help to automate a lot of boring processes related to Trading and also learn Data Science. Several algorithms will be built by performing basic data cycle 'data input-data manipulation - analysis -output'. Provided examples throughout all 7 courses will show how to build very comprehensive system capable to automatically evolve without much manual input.
About this Course: Set up Automated Risk Management Software
The fourth part of this series will enable automatic risk management of multiple Algorithmic Trading Systems. Algorithm will be capable to identify best and worse Trading Systems. This will allow to automate decision to start or stop Trading Robots. Course is featuring several methods of achieving this goal, provides functions allowing to apply or adapt this method for any situation including outside of trading.
We will learn these Data and Computer Science concepts:
Use R program to perform data analysis and generating output result
Import data from files
Clean and select data
Writing and using functions in R
'for' loops
Data manipulation using 'pipe' operator and 'dplyr' package in R
Write data to files
Calculate Profit Factor in R
Using Reinforcement Learning in R
Reinforcement Learning Example
Creating Adaptive Reinforcement Learning system
Automating and Scheduling any R code
"What is that ONE thing very special about this course?"
-- Application of Reinforcement Learning algorithm that is learning from very first observation!
This project is containing several courses focused to help you managing Automated Trading Systems:
Set up your Home Trading Environment
Set up your Trading Strategy Robot
Set up your automated Trading Journal
Statistical Automated Trading Control
Reading News and Sentiment Analysis
Using Artificial Intelligence to detect market status
Building an AI trading system
Dedicated R package 'lazytrade' is now published on CRAN to facilitate code sharing and improve code documentation
IMPORTANT: all courses are very practical focusing to one specific topic with only essential theoretical explanations. These courses will help to focus on developing strategies by automating boring but important processes for a trader.
What will you learn apart of trading:
While completing these courses you will learn much more rather than just trading by using provided examples:
Learn and practice to use Decision Support System
Be organized and systematic using Version Control and Automated Statistical Analysis
Learn using R to read, manipulate data and perform Machine Learning including Deep Learning
Learn and practice Data Visualization
Learn sentiment analysis and web scrapping
Learn Shiny to deploy any data project in hours
Get productivity hacks
Learn to automate R programs and scheduling them
Get expandable examples of MQL4 and R code
What these courses are not:
'Holy grail' or Automatic Trading Black Box
These courses will not teach and explain specific programming concepts in details
These courses are not meant to teach basics of Data Science or Trading
There is no guarantee on bug free programming
Disclaimer:
Trading is a risk. This course must not be intended as a financial advice or service. Past performance results are not guarantee for the future.