gym-forex

The Forex environment is a forex trading simulator featuring: configurable initial capital, multiple currency pair trading, dynamic or dataset-based spread, CSV history timeseries for trading currencies and observations for the agent, fixed or agent-controlled take-profit, stop-loss and order volume.

The environment features discrete action spaces and optionally continuous action spaces if the orders dont have fixed take-profit/stop-loss and order volume.

Observation Space

A concatenation of num_ticks vectors for the lastest: vector of values from timeseries, equity and its variation, order_status( -1=closed,1=opened),time_opened (normalized with max_order_time), order_profit and its variation, order_drawdown /order_volume_pips, consecutive_drawdown/max_consecutive_dd

Action Space

discrete action 0: 0=nop,1=close,2=buy,3=sell discrete action 0 parameter: symbol (optional) continuous action 0 parameter: percent_tp, percent_sl,percent_max

Reward Function

TODO: Describe the Reward Function

Installation

git clone https://github.com/harveybc/gym-forex
cd gym-forex
pip install -e .