| Summary: | Increasing the profitability of sales agents has been and continues to be given great attention. The article discusses various approaches to solving this problem, one of which is reinforcement learning, which is actively used to solve algorithmic trading problems. Increasing the efficiency (profitability) of algorithmic trading is possible in two ways, on the one hand, improving the algorithms, on the other hand, enriching the data that is transmitted to the input to the algorithms. The study confirmed the feasibility of using derived financial indicators for the tasks of applying trading algorithms based on reinforcement learning algorithms. The main idea of the research implementation is aimed at obtaining the results of the sales agent's work based on Q-learning on technical indicators and on derived technical indicators (the agent is implemented in Python). The substantiation of the choice of the Q-learning method for solving the problem is carried out, the basics of decision-making, policy, strategy, and reinforcement learning are considered. The paper considers the issues of increasing the efficiency (profitability) of a sales agent based on the Q-learning algorithm by transferring derivative technical indicators to him, determined and substantiated derived technical indicators, verified the results of a sales agent's work on technical indicators and derived technical indicators. In the study presented in the article, an empirical test of the possibility of creating synthetic financial features to improve the efficiency of learning algorithms was carried out, in addition, the verification of obtaining the necessary results when using reinforcement learning algorithms was carried out. Empirical confirmation has been carried out that the use of derived financial indicators to increase the efficiency (profitability) of sales agents based on the Q-learning method with the use of reinforcement learning algorithms is expedient.
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