Hi, have sent the next questions to contact@quantinsti.com with any news. Is it posible to get some help?
For some time now I have been using the ai4finance code and libraries https://github.com/AI4Finance-Foundation in which the code / strategies is design to be all the time in the market but do not have the option of not bing in the market or enter the market at the moment when some strategy is fulfilled and the DRL algorithm helps to close the position
I would like to know if the course and the caperstone project (https://quantra.quantinsti.com/learning-track/machine-learning-deep-learning-trading-2) has the option of defining when to enter the market or the option of implementing the algorithm only when a condition / strategy is met and use the algorithm to close the position.
Hi Alejandro,
When deploying a strategy you will be accessing the market data all the time and only enter/exit once the respective conditions are fulfilled. Therefore, its important to set the desired conditions. The strategies taught in Quantra courses will equip with the understanding of the strategy logic, defining the trading rules and setting these conditions. To answer your question, yes, the courses do have the option of defining the trading rules.
Thanks
Rushda