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

PARAMS:
sym="{{sym}}",
fast_ema=12,          // Fast EMA period for momentum
slow_ema=22,          // Slow EMA period for trend
vol_period=20,        // Period for volume pace calculation
vol_pace_threshold=1.5,  // Volume pace must exceed 150% of average
atr_period=14,        // ATR period for risk management
atr_mult=2.5,         // ATR multiplier for stop and trailing stop
risk_frac=0.02        // Risk fraction for position sizing

STRATEGY "Nova Impulse Crest-86640f + Mut":
TRIGGER:
  // Momentum condition: Fast EMA > Slow EMA (bullish trend)
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Inside day condition: Yesterday's high < previous day's high AND low > previous day's low
  LAST(HIGH(sym, 1d)) < LAST(HIGH(sym, 1d), 1)
  AND LAST(LOW(sym, 1d)) > LAST(LOW(sym, 1d), 1)
  AND
  // Volume pace confirmation: Current volume pace exceeds threshold
  VOL_PACE(sym, 1d, vol_period) > vol_pace_threshold
  AND
  // Higher timeframe filter: 1w EMA trend confirmation
  EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET         // Market entry to capture opening drive momentum
EXIT:
  // Exit when momentum reverses: Fast EMA crosses below Slow EMA
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)  // Risk management with ATR-based stop
SIZING: FIXED_FRACTION(risk_frac)  // Fixed fraction sizing for consistency