In Capstone, it was recommended to combine multiple agents. However, the python code is only for analyzing the trade logs of each agent.
I've looked at the RL_live_template.py, but it only uses a single agent. How can I use multiple agents in the live template?
Hello Marcus,
Appreciate you for going beyond the course material and trying to apply the concepts in the capstone project.
To use multiple agents in the live trading template, you can train multiple agents and allocate capital to each agent based on its historical performance. i.e. allocate capital based on the proportion of each agent's returns in the total returns.
You can start coding the live trading template with this approach and you can post a query in the community if you are facing any issues.
Hope this helps!