Hello @arturn
I think what you suggested is not exactly what I have in mind or I may not totally understand what you suggested. Actually, I want to train my “supervisor” in a reinforcement learning fashion rather than a supervised fashion. So, my idea is to have “supervisor” learns to select the right agent, “bull” or “bear”, for trading at the right time. Also, “bull” and “bear”, in this case, have already been trained separately.
I found this discussion and I think I can do something similar for my project by passing “bull” and “bear” as policies into multi-agent env.
What do you think?