The Schism strategy is a trading strategy that aims to generate buy and sell signals based on various technical indicators. Here is a breakdown of its key components:
populate_indicators function:
Calculates and adds several indicators to the input dataframe, such as RMI (Relative Momentum Index), VIDYA (Variable Index Dynamic Average), MACD (Moving Average Convergence Divergence), and KAMA (Kaufman Adaptive Moving Average). It also performs additional calculations on specific indicators based on the stake currency and fiat currency.
populate_buy_trend function:
Defines conditions for generating buy signals based on the strategy's parameters and the calculated indicators.
Checks for an active trade and evaluates conditions related to the trade's profit, RMI, VIDYA, MACD, and volume.
If the conditions are met, sets the 'buy' signal to 1 for the corresponding rows in the dataframe. populate_sell_trend function:
Defines conditions for generating sell signals based on the strategy's parameters and the calculated indicators. Checks for an active trade and evaluates conditions related to the trade's profit, RMI trends, MACD, and volume. If the conditions are met, sets the 'sell' signal to 1 for the corresponding rows in the dataframe. Additional custom methods:
Contains additional methods related to trade information, such as retrieving active trades, calculating profit ratios, and managing open trades. Includes a method for fetching the current price of a given trading pair. Price protection and timeouts:
Implements price protection on trade entry and timeouts, which are built-in functionalities of Freqtrade (the trading bot framework this strategy is designed for). Overall, the Schism strategy utilizes indicators such as RMI, VIDYA, and MACD to generate buy and sell signals based on specific conditions. It also incorporates features for trade management, including profit calculation and trade information retrieval.