On the average of triangular numbers

The problem we are dealing with is the following: find two sequences $a_n$ and $b_n$ such that the average of the first $b_n$ triangular numbers (starting with the triangular number 1) is still a triangular number, precisely the $a_n$-th triangular number. We get also some side results: for instance one of the sequence instrumental to finding the asked for sequences turns out to be a bisection of the sequence of the numerators of continued fraction convergents to $\sqrt{3}$.