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

PARAMS:
sym="{{sym}}",
fast_ema=18,          // Fast EMA period for momentum detection
slow_ema=35,          // Slow EMA period for trend confirmation
vol_period=36,        // Period for volume pace calculation
adr_period=14,        // Period for Average Daily Range calculation
atr_period=14,        // Period for ATR calculation
atr_mult=5,         // ATR multiplier for stop loss
risk_frac=0.0151,       // Risk fraction per trade
min_vol=1_000_000,    // Minimum average volume filter
adr_min=0.0304          // Minimum ADR threshold (1%)

STRATEGY "Volume Pace Exhaustion Reversal-274c00 + Mut":
TRIGGER:
  // Momentum condition: Fast EMA above Slow EMA for bullish momentum
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Volume pace exhaustion: Current volume pace significantly higher than average
  VOL_PACE(sym, 1d, vol_period) > 1.5
  AND
  // Filter for sufficient volatility (ADR > 2%)
  ATR(sym, 1d, adr_period) / LAST(CLOSE(sym, 1d)) > adr_min
  AND
  // Filter for liquidity (Avg Volume > 1M)
  SMA(VOL(sym, 1d), vol_period) > min_vol
  AND
  // Trade only on Tue-Thu (day of week filter approximated via logic if supported, else omit)
  // Note: Day of week filter not directly supported in DSL; assuming platform handles externally
  // Higher timeframe trend confirmation (e.g., weekly EMA alignment)
  EMA(CLOSE(sym, 1w), slow_ema) > EMA(CLOSE(sym, 1w), slow_ema, 2)
ENTRY: MARKET          // Market entry to capture momentum exhaustion immediately
EXIT:
  // Exit on reversal signal: Fast EMA crosses below Slow EMA
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)       // Risk based on ATR for dynamic volatility adjustment
SIZING: FIXED_FRACTION(risk_frac)   // Fixed fraction sizing based on risk fraction