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I've worked in algorithmic trading for years. RL (or deep RL for that matter) is not used in this industry.


You can find a lot of good papers by just typing keywords like "deep reinforcement learning finance" in the arXiv or Google Scholar or looking at top researchers websites which provides an overflow of applications and research directions to engage with. Anyway, here are a few off the top of my head: If you are looking for a more introductory level ...


Pine script that could be applied on tradingview, reference: study(title="RSI Divergence", shorttitle="RSI Divergence_alper") src_fast = close, len_fast = input(5, minval=1, title="Length Fast RSI") src_slow = close, len_slow = input(14,minval=1, title="Length Slow RSI") up_fast = rma(max(change(src_fast), 0), len_fast)...


As the comments suggest, there is no definitively 'gold standard' of lookback periods for such thing, especially if the underlying distribution appears to be stochastic. I understand where you're coming from, in that you want to make sure your trading decisions are correct in that it is trading based upon a genuine statistical relationship. So I will provide ...

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