Cryptocurrency Trading based on Heuristic Guided Approach with Feature Engineering

Karahan C., Öğüdücü Ş.

International Conference on Data Science and Its Applications (ICoDSA), Bandung, Indonesia, 5 - 06 August 2020, pp.1-6 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/icodsa55874.2022.9862934
  • City: Bandung
  • Country: Indonesia
  • Page Numbers: pp.1-6
  • Keywords: deep reinforcement learning, algorithmic trading, machine learning
  • Istanbul Technical University Affiliated: Yes


In recent years, machine learning and deep learning techniques have been frequently used in Algorithmic Trading. Algorithmic Trading means trading Forex, stock market, commodities, and many markets with the help of computers using systems created with various technical analysis indicators. The BTC/USD market is a market that allows buying and selling of products. People aim to profit by buying and selling in the Bitcoin market. Reinforcement Learning (RL) was also helpful in achieving those kinds of goals. Reinforcement learning is a sub-topic of machine learning. RL addresses the problem of a computational agent learning to make decisions by trial and error. For our application, it is aimed to make as much profit as possible. This study focuses on developing a novel tool to automate currency trading like a BTC/USD in a simulated market with maximum profit and minimum loss. RL technique with a modified version of the Collective Decision Optimization Algorithm is used to implement the proposed model. Feature engineering is also performed to create features that improve the result.