The "Schism" strategy is a trading strategy that performs backtesting on various trading pairs. Here's a short description of what the strategy does:
In the populate_indicators method:
Calculates and adds indicators to the dataframe, such as RMI (Relative Momentum Index), ROC (Rate of Change), and MP (Momentum Power). Determines upward and downward trends based on RMI values.
Retrieves additional informative data for the pair and adds indicators like RSI (Relative Strength Index), 1-day high, 3-day low, and ADR (Average Daily Range).
Merges the informative data with the main dataframe.
In the populate_buy_trend method:
Sets parameters and conditions for initiating a buy trend. If there is an active trade:
Calculates the RMI growth rate based on the trade's open minutes and sets a profit factor. Adds conditions for initiating a buy:
RMI upward trend is present. Current profit exceeds a certain threshold based on the peak profit and profit factor. RMI value is greater than the RMI growth rate. If there is no active trade:
Adds conditions for initiating a buy:
RSI of informative data exceeds a certain threshold. Close price is below the 3-day low plus a percentage of the ADR. RMI downward trend is present. RMI values satisfy certain parameters. MP value satisfies a certain parameter. Checks for positive volume conditions. Sets the 'buy' signal in the dataframe if the conditions are met. In the populate_sell_trend method:
Sets parameters and conditions for initiating a sell trend. If there is an active trade:
Calculates the loss cutoff based on the trade's open minutes and sets the stop loss threshold. Adds conditions for initiating a sell:
Current profit falls below the loss cutoff but remains above the stop loss. RMI downward trend is present. Volume is greater than zero. Adds additional conditions if the peak profit of the trade is positive or zero. Adds conditions related to other trades if they exist. If there is no active trade:
Adds conditions for initiating a sell:
Volume is less than zero. Sets the 'sell' signal in the dataframe if the conditions are met. Includes additional logic for managing trade data and retrieving current prices. Please note that the provided code snippet seems to be incomplete, and some parts are missing.