The Schism2MM strategy is a trading strategy implemented as a class that inherits from the IStrategy class. It performs backtesting on trading strategies. Here's a breakdown of what the strategy does:
In the populate_indicators method, the strategy populates various technical indicators on the input DataFrame.
These indicators include 'rmi-slow', 'rmi-fast', 'roc', 'mp', 'rmi-up', 'rmi-dn', 'rmi-up-trend', and 'rmi-dn-trend'.
Additionally, it retrieves informative data from the 'dp' object and calculates additional indicators on the informative DataFrame.
In the populate_buy_trend method, the strategy defines conditions for generating buy signals based on the populated indicators and parameters. It checks if there is an active trade and sets conditions based on the trade data and indicator values. If the conditions are met, the 'buy' column of the DataFrame is set to 1. In the populate_sell_trend method, the strategy defines conditions for generating sell signals based on the populated indicators and parameters. It checks if there is an active trade and sets conditions based on the trade data, indicator values, and other trades. If the conditions are met, the 'sell' column of the DataFrame is set to 1. The strategy also includes additional logic for managing trades, calculating profits, adjusting rates, and handling trade data. Overall, the Schism2MM strategy uses various technical indicators and trade data to generate buy and sell signals based on predefined conditions.