The ReinforcedQuickie strategy is a trading strategy that uses various technical indicators to generate buy and sell signals. Here's a brief description of what the strategy does:
Populate Indicators: This step calculates and adds several technical indicators to the input dataframe. The indicators include exponential moving averages (EMA) of different time periods, Bollinger Bands, minimum and maximum values, Commodity Channel Index (CCI), Money Flow Index (MFI), Relative Strength Index (RSI), and more.
Populate Buy Trend: This step identifies potential buy signals based on the indicators and conditions defined in the code.
The conditions include checks on the closing price being below specific EMAs, reaching the minimum value, being below the lower Bollinger Band, and a pattern of increasing averages.
Other conditions involve volume, simple moving average (SMA) comparison, and more. Populate Sell Trend: This step identifies potential sell signals based on the indicators and conditions defined in the code. The conditions include checks on the closing price being above specific EMAs, reaching the maximum value, being above the upper Bollinger Band, and a pattern of decreasing averages. Another condition involves the relative strength index (RSI). Resample and Merge: This step involves resampling the dataframe to a different time interval, calculating the SMA, and interpolating missing values. The resampled dataframe is then merged back with the original dataframe based on the date column. Overall, the ReinforcedQuickie strategy uses a combination of technical indicators and predefined conditions to generate buy and sell signals for backtesting trading strategies.