- how should one design the
rewardfor a crypto trading environment?
- suppose the
actiondesign is simple:
See my answer at https://ai.stackexchange.com/a/29944/5763 where I refer to Bruce Yang's excellent article "Deep Reinforcement Learning for Automated Stock Trading".
Crypto trading isn't much different than stock trading if you base it on price and volume data and derivations of it such as technical indicators. Using the same model:
Observations: crypto price, portfolio balance, amount, and technical indicators
Rewards: profit and loss
Actions: buy, sell, and hold