CONTEXT:
UNIVERSE: SP500
BASE_TZ: America/New_York
CAPITAL: 1_000_000

PARAMS:
sym="{{sym}}",  // Symbol placeholder for runtime injection
vol_period=20,   // Period for volume SMA
bb_period=20,    // Bollinger Bands period
bb_std=2.0,      // Bollinger Bands standard deviation multiplier
vol_mult=1.5,    // Volume surge multiplier
atr_period=14,   // ATR period for risk management
atr_mult=3.0,    // ATR multiplier for trailing stop
risk_frac=0.02   // Risk fraction for position sizing

STRATEGY "Omega Alpha Spark-f035af-c16d48":
TRIGGER:
// Volume surge condition: Current volume exceeds a multiple of recent average
LAST(VOL(sym, 1d)) > vol_mult * SMA(VOL(sym, 1d), vol_period)
AND
// Bollinger squeeze to expansion: Price breaks above upper band after tight range
LAST(CLOSE(sym, 1d)) > UPPER(BBANDS(CLOSE(sym, 1d), bb_period, bb_std))
AND
// Confirm expansion by checking if price was below upper band previously
LAST(CLOSE(sym, 1d), 1) <= UPPER(BBANDS(CLOSE(sym, 1d), bb_period, bb_std, 1))
ENTRY: MARKET
EXIT:
// Exit if price falls below the middle band of Bollinger Bands
LAST(CLOSE(sym, 1d)) < MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_std))
RISK: TRAIL_ATR(atr_period, atr_mult)
SIZING: FIXED_FRACTION(risk_frac)