Using Reinforcement Learning to Trade Cryptocurrencies

This repository contains code to accompany our working paper, "Using Reinforcement Learning to Trade Cryptocurrencies". The work began as a course project at Rutgers University, New Brunswick, under the supervision of Professor Mubbasir Kapadia.

Setting up

Run pip install -r requirements.txt in a console to load up necessary packages.

Running the RL Bots

Running the Baseline

Run python3 macd_bot.py. The console will list actions taken and final performance; the GUI will graph coin, MACD, signal, and portfolio value over time.