Course Name: Deep Reinforcement Learning in Trading, Section No: 22, Unit No: 4, Unit type:
Notebook
Under heading-RL configuration and running the backtest
cell 10 for rl_config.
Why is the START_INDEX=5000 and for what purpose it is used?
Hi Mahesh,
The start index is 5000 to take into account that the 5-minute resolution when resampled for 1 hour and 1 day (for the state construction) does not fall short due to any trading holiday/weekend. It is just a precaution.
You can calculate exactly how many 5-minute time bars you need to go back for "lookback" number of days for state construction or use a sufficiently large number (like 5000) to overcome any possible shortfall.
Hope this helps!
Yes, thanks for clarifiying.