The "ReinforcedAverageStrategy" is a trading strategy implemented in Python for backtesting purposes. Here's a brief explanation of what the strategy does:
The strategy is based on the concept of buying and selling assets on crossovers of moving averages. It uses two exponential moving averages (EMAs) as indicators: "maShort" with a time period of 8 and "maMedium" with a time period of 21.
Additionally, it uses other indicators such as Bollinger Bands and a simple moving average (SMA).
The strategy's minimal return on investment (ROI) is set to 0.5, and the stop loss is set to -0.2.
The ticker interval used for the strategy is 4 hours. There is an option for a trailing stop loss, but it is disabled in this strategy. The strategy does not process indicators for every candle but only for new candles. It uses buy signals when the shorter moving average crosses above the longer moving average, the closing price is above a resampled SMA, and the volume is greater than 0. It uses sell signals when the shorter moving average crosses above the longer moving average and the volume is greater than 0. Please note that the strategy is described as a proof of concept and may not perform well in practice.