Traditional supervised learning answers "what will the price be?" Reinforcement learning answers "what action should I take to maximise my profit?" This makes RL inherently more aligned with the actual objective of trading.

All ML trading begins with data. Here is how to get started with Yahoo Finance using yfinance :

This is the most frequent fatal error in ML trading backtests. Ensure that no future information leaks into your training data by always using chronological splits and computing indicators strictly from historical data.

Using backtrader to simulate reality:

Understand traditional technical analysis (RSI, SMA).

Using Python libraries to grab data from sources like Yahoo Finance or API brokers.