A Neuroevolution strategy agent to trade Bitcoin, support for BitMex API included.
This is an implementation of the genetic algorithm proposed by OpenAI in this blog post :"https://openai.com/blog/evolution-strategies/"
The code is pretty simple and easy to follow, and if you have any questions please feel free to open an Issue or to email me.
I also used this agent to trade on BitMex, with the results uploaded in the results folder organized by month. Note that in November the agent lost money, which is when I stopped using the agent for the time being.
The API support is included in this update, and please feel free to change the trading strategy according to how you see fit!