Faithful port of ReinforcedAverageStrategy by berlinguyinca, credited in the source to Gert Wohlgemuth, GPL-3.0, at commit f3340ce11f5bdf62f598522e64d1f5638eaa13f5. Preserve every source signal and default: 4h bars; TA-Lib EMA(8) and EMA(21); 50-period SMA of resampled 48-hour closes; plotting-only Bollinger bands with window 20 and standard-deviation multiplier 2; minimal_roi={"0":0.5}; stoploss=-0.2; trailing_stop=False; trailing_stop_positive=0.01; trailing_stop_positive_offset=0.02; trailing_only_offset_is_reached=False; process_only_new_candles=True; use_exit_signal=True; exit_profit_only=False; ignore_roi_if_entry_signal=False; INTERFACE_VERSION=3. The ROI threshold is 50%, not 0.5%, and the stop is 20%. Encode minimal_roi as the finite scalar 0.5 in optimization_plan.fixed, with minimal_roi_minutes=0, reconstructing the original schedule in code. Trade LINKUSDT.BINANCE_SPOT long-only at 1x with platform equity-relative sizing and actual engine fees. The supplied retry does not identify the prior instrument or venue, and no prior contract was found; this market selection therefore cannot be confirmed against that contract. Replace Freqtrade next-candle-open execution with market execution at the signal bar's close, the registry's supported equivalent for continuous markets. Protective stops trigger intrabar through platform matching. The source's performance commentary is unverified; no performance pre-study was conducted.