Strategy Lab — Build an AgentAgent0/2 backtests up to date✦ Create with Coach
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Asset roster 2/10

Agent config PPO ?

Uniform across all assets in the roster — per-asset tuning comes later.
Decision frequency ?
1m5m15m
Training steps ?
250k300k350k
Reward function ?
SharpeSortinoCalmar
Indicators — what the agent sees ?12/12
RSIATRVWAPMACDStochRSIEMA-XBollingerOBVHourWeekdayDayMonth
not backtested — run a backtest to begin
EpisodePortfolioEpisode P&LBest avg(8)PositionTrades
Learning curve — return per episode
Policy π(a|s)
SELL
HOLD
BUY
Equity
No backtest yet
Set your config, then run the backtest for BTCUSDT.

PPO learning loop ?

0
episode
1SEE
state st — 12 features
2ACT
sample at ~ π
4UPDATE
clip ε=0.2 · 5 epochs
3REWARD
advantage Ât
SEE → ACT → REWARD → UPDATE → repeat