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Time series forecasting model is used to predict the market price and apply basic trading strategy based on the result, while reinforcement learning 3. In simple terms, a machine learning algorithm is a set of mat Machine learning algorithms have revolutionized various industries by enabling organizations to extract valuable insights from vast amounts of data. indirectly trading and directly trading approaches–time series forecasting and reinforcement learning– with different Deep Learning models’ advantages. To improve the performance of Q-Learning, we augment MDP states with an estimate of current market/asset We use classic reinforcement algorithm, Q-learning, to evaluate the performance in terms of cumulative profits by maximizing different forms of value functions: interval profit, sharp ratio, and derivative sharp ratio. In this study, we develop an algo- rithmic trading strategy using a machine learning technique, i. 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