The AverageStrategy is a proof-of-concept trading strategy implemented in Python for backtesting purposes. It is designed to buy and sell assets based on crossover signals generated by two exponential moving averages (EMAs). Here are the important aspects of the strategy:
The strategy calculates two EMAs: 'maShort' with a time period of 360 and 'maMedium' with a time period of 648.
The buy signal is generated when the 'maShort' crosses above the 'maMedium'.
The sell signal is generated when the 'maMedium' crosses above the 'maShort'.
The strategy has a minimal return on investment (ROI) of 10,000 units. A stop loss of -0.25 (25%) is set to limit potential losses. Trailing stop functionality is disabled. The timeframe for analysis is set to 5 minutes. Please note that the strategy is described as not performing well and is primarily used as a proof of concept.