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Assumptions on order size #15

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udion opened this issue Feb 21, 2020 · 1 comment
Open

Assumptions on order size #15

udion opened this issue Feb 21, 2020 · 1 comment

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@udion
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udion commented Feb 21, 2020

Hi,
In my understanding, here we are assuming that whenever the agent takes buying or selling action it is dealing with 1 unit of stock/FX, etc., right?

And therefore while calculating the PnL, at every action, I will either add or subtract (depending on buy or sell) the current value. Right?

Also if that is the case, how do we handle the scenario where the agent makes more selling decisions than buying decisions (i.e there are no stocks/FX units left but agent makes a "sell" call, how does that reflect in PnL?)

@udion
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udion commented Feb 21, 2020

@Kostis-S-Z
Can you give pointers for calculating PnL using values and actions?

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