The Schism5 trading strategy is implemented as a class that inherits from the IStrategy interface. Here is a short description of what the strategy does:
The strategy populates various indicators based on the provided input data, including RMI (Relative Momentum Index) with different lengths and momentum values, and RSI (Relative Strength Index). It calculates additional indicators based on the RMI values, such as binary signals for upward and downward movements and trends.
The strategy retrieves additional informative data for the specified trading pair and merges it with the main data.
It determines a "bull" signal based on the RSI value of the informative data.
The strategy populates the buy trigger signals based on different conditions. If an active trade is present, it checks for profit factor, RMI growth, and other conditions. If no active trade exists, it uses the RSI values and other conditions to generate buy signals. The strategy populates the sell trigger signals based on RSI values and other conditions. The strategy includes custom methods for calculating stop-loss, checking bid and ask prices, and retrieving trade-related information. It provides parameters for buying and selling. Note: The provided code snippet is incomplete and contains some unresolved variables and methods, so the exact functionality and behavior of the strategy may not be fully described.