The Schism4 strategy is a trading strategy implemented as a class in Python. It is designed to be used for backtesting trading strategies on a website. The strategy consists of two main parts: indicator population and trigger signal generation for buying and selling.
In the indicator population part, the strategy calculates several indicators based on the input dataframe and metadata.
These indicators include the RMI (Relative Momentum Index), ROC (Rate of Change), and RSI (Relative Strength Index).
It also retrieves additional data from different timeframes and merges them into the main dataframe. The buy trigger signal generation part determines the conditions for initiating a buy trade. It checks various parameters and conditions, including the RMI trend, profit factor, RSI values, and volume. It also considers additional conditions based on the stake currency and fiat currency. The sell trigger signal generation part determines the conditions for initiating a sell trade. It checks conditions related to the current profit, stop loss, RMI trend, volume, and other trades. It adjusts the sell conditions based on the current profit and determines the willingness to sell based on the number of free slots available for trades. The strategy includes custom methods for managing trade data and retrieving current prices. Overall, the Schism4 strategy aims to generate buy and sell signals based on the calculated indicators and specific conditions, allowing for the backtesting of trading strategies on the website.