The ReinforcedQuickie strategy is a trading strategy that uses various technical analysis indicators to generate buy and sell signals. Here is a brief description of what the strategy does:
In the populate_indicators method, the strategy calculates and adds several indicators to the input dataframe. These indicators include exponential moving averages (EMAs) of different time periods, Bollinger Bands, minimum and maximum values, Commodity Channel Index (CCI), Money Flow Index (MFI), Relative Strength Index (RSI), and moving averages convergence divergence (MACD).
In the populate_buy_trend method, the strategy determines the conditions for generating a buy signal.
The conditions include:
The close price is below the short-term EMA, medium-term EMA, minimum value, and lower Bollinger Band.
The moving average of the average price over the last five periods has a specific pattern. The low price of the previous period is below the middle Bollinger Band. The CCI and RSI indicators of the previous period are below certain thresholds. The MFI indicator of the previous period is below a specific threshold. The volume is below a calculated threshold based on a rolling mean. In the populate_sell_trend method, the strategy determines the conditions for generating a sell signal. The conditions include:
The close price is above the short-term EMA, medium-term EMA, maximum value, and upper Bollinger Band. The MFI indicator is above a specific threshold. The open price of the current and previous periods has a specific pattern. The RSI indicator is above a specific threshold. The strategy also includes a static method for resampling and interpolating the dataframe to a different time interval. This method is used to align the input dataframe with the desired trading interval. Overall, the ReinforcedQuickie strategy uses a combination of technical indicators to identify potential buy and sell opportunities in the market.