Exercise 4: Solution

Solution

T=0

State = [176.62, 174.37, 215040582]
Action = Buy
Next State = [177.79, 174.744, 27864737]
Reward = 0

T=1

State = [177.79, 174.744, 27864737]
Action = Sell
Next State = [175.16, 175.1165, 209132299]
Reward = 175.16 - 177.79 = -2.63

T=2

State = [175.16, 175.1165, 209132299]
Action = Buy
Next State = [176.79, 175.249, 18063555]
Reward = 0

T=3

State = [176.79, 175.249, 18063555]
Action = Hold
Next State = [177.24, 175.3795, 19618497]
Reward = 0

T=4

State = [177.24, 175.3795, 19618497]
Action = Sell
Next State = [175.09, 175.4385, 21869857]
Reward = 175.09 - 176.79 = -1.7

T=5

State = [175.09, 175.4385, 21869857]
Action = Buy
Next State = [176.3, 175.347, 20160085]
Reward = 0

T=6

State = [176.3, 175.347, 20160085]
Action = Sell
Next State = [179.63, 175.2695, 58582743]
Reward = 179.63 - 176.3 = +3.33