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

PARAMS:
sym="{{sym}}",              # Symbol placeholder for runtime injection
fast_ema=20,                # Fast EMA period for trend confirmation
slow_ema=41,                # Slow EMA period for trend confirmation
kc_period=20,               # Keltner Channel period
kc_mult=2,                # Keltner Channel ATR multiplier
atr_period=7,              # ATR period for risk management
atr_mult=6,               # ATR multiplier for trailing stop
risk_frac=0.0754,             # Risk fraction for position sizing
min_price=5.0,              # Minimum price threshold
min_vol=1_000_000,          # Minimum volume threshold
adr_min=0.02,               # Minimum Average Daily Range (2%)
avg_vol_min=1_000_000,     # Minimum average volume threshold
sector_ema_fast=12,         # Fast EMA for sector trend confirmation
sector_ema_slow=32          # Slow EMA for sector trend confirmation

STRATEGY "AI Keltner Pullback-0902aa + Mut":
TRIGGER:
  # Price is above minimum threshold
  LAST(CLOSE(sym, 1m)) > min_price
  AND
  # Volume is above minimum threshold
  LAST(VOL(sym, 1m)) > min_vol
  AND
  # Average volume over 20 days is above threshold
  SMA(VOL(sym, 1d), 20) > avg_vol_min
  AND
  # Average Daily Range (ADR) over 9 days is above minimum (using high-low as proxy)
  AVG(HIGH(sym, 1d), 14) / AVG(LOW(sym, 1d), 24) - 1 > adr_min
  AND
  # Yesterday was an inside day (high < prev high AND low > prev low)
  LAST(HIGH(sym, 1d), 1) < LAST(HIGH(sym, 1d), 5)
  AND LAST(LOW(sym, 1d), 4) > LAST(LOW(sym, 1d), 2)
  AND
  # Higher timeframe trend filter (1h): bullish trend on sector or symbol
  EMA(CLOSE(sym, 1h), fast_ema) > EMA(CLOSE(sym, 1h), slow_ema)
  AND
  # Price pulling back to lower Keltner Channel on 1m
  LAST(CLOSE(sym, 1m)) <= LOWER(DONCHIAN(HIGH(sym, 1m), LOW(sym, 1m), kc_period)) + ATR(sym, 1m, atr_period) * kc_mult
  AND
  # Restrict trading to active hours (UTC 13:30-26:00, corresponding to US market hours)
  TIME_UTC_IN("10:30", "20:00")
ENTRY: MARKET                # Market entry to capture quick reversion without delay
EXIT:
  # Exit on trend reversal (fast EMA crosses under slow EMA on 1m)
  EMA(CLOSE(sym, 1m), fast_ema) < EMA(CLOSE(sym, 1m), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  # Trailing ATR stop for dynamic risk management
SIZING: FIXED_FRACTION(risk_frac)      # Fixed fraction sizing based on risk fraction