The ReinforcedAverageStrategy is a trading strategy that buys and sells assets based on crossover signals. It is a proof of concept strategy and may not perform well in real-world trading. Here are the important parts of the strategy:
Minimal ROI: The minimal return on investment (ROI) designed for the strategy is set to 0.5.
This means that the strategy aims to achieve at least a 0.5% return on each trade.
Stoploss: The optimal stop loss for the strategy is set to -0.2.
If the price of an asset drops by 0.2% from the purchase price, the strategy will sell the asset to limit losses. Ticker interval: The strategy is designed to work with a ticker interval of 4 hours. It analyzes price data at 4-hour intervals. Trailing stoploss: The strategy does not use a trailing stop loss, which means it does not dynamically adjust the stop loss level as the price changes. Populate indicators: This function calculates technical indicators such as the exponential moving averages (EMA), Bollinger Bands, and simple moving averages (SMA) on the price data. Populate buy trend: This function determines the buy signals based on the crossover of the short-term EMA and the medium-term EMA. It also checks if the price is above a certain moving average (resample_2880_sma) and if the trading volume is greater than zero. Populate sell trend: This function determines the sell signals based on the crossover of the medium-term EMA and the short-term EMA. It only considers the trading volume to be greater than zero. Please note that this strategy is intended as a proof of concept and may not be suitable for actual trading purposes.