・Managed Risk Dynamic Risk Order Strategy:
It is a discrete action model strategy that manages risk and determines actions based on the dynamic order of buying and selling. Managed risk orders follow the stop loss and profit margin percentage boundaries for all trades. However, This action model also allows agents to cancel orders and buy or sell orders with a specific trade size. In essence, AI agents predict the highest probability of each action.
Currently, AI has 8,424 possible actions. This includes stop losses in the range (0.2%-> 1.5%), trade sizes in the range (10% -100% of total capital), and profitable trades in the range (0.2%-> 3.15%). .. The strategy our AI is currently using can be obtained by observing current market statistics from technical indicators such as:
'HT_DCPERIOD’, 'HT_DCPHASE’, 'HT_TRENDMODE’, 'HT_PHASOR’, ‘HT_SINE'
'COS’, 'SIN’, 'TAN'
'ADX’, 'ADXR’, 'AROONOSC','BOP','DX','MFI', 'MINUS_DI','MINUS_DM','MOM','PLUS_DI','PPO','ROC','ROCP', 'ROCR100','TRIX','ULTOSC','WILLR','MACD','RSI',’AROON’
'CDLBELTHOLD','CDLCLOSINGMARUBOZU','CDLDOJI’, 'CDLDRAGONFLYDOJI','CDLENGULFING','CDLGRAVESTONEDOJI','CDLHANGINGMAN’, 'CDLHARAMI','CDLHIGHWAVE','CDLHIKKAKE’, 'CDLLONGLEGGEDDOJI','CDLLONGLINE','CDLMARUBOZU', 'CDLRICKSHAWMAN','CDLSHORTLINE','CDLSPINNINGTOP',’CDLTAKURI’
・This strategy embodies the Actor-Critic Architecture (PPO), exhaling the highest probability of each action performed by the actor and the highest probability (one trade). The Critic model then predicts how well that particular action will perform, based on the current observations (which consist of all the technical analysis above). This strategy is run on millions of simulations until the AI agent converges on the best probability estimation result.
・This strategy is very different from the traditional because it lacks a certain specific indicator or signal to initiate a trade, and is performed by AI agents popping out the highest probability of action through countless trial and error and given observations. .. Basically, our strategy is called "deep reinforcement learning" (which is currently one of the world's leading AI algorithms).