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

PARAMS:
sym="{{sym}}",
fast_ema=8,          // Fast EMA period for trend direction
slow_ema=22,          // Slow EMA period for trend confirmation
vwap_period=29,       // Period for VWAP calculation
atr_period=27,        // ATR period for stop calculation
atr_mult=4,         // ATR multiplier for trailing stop
risk_frac=0.0122,       // Risk fraction for position sizing
vol_period=20         // Volume period for confirmation

STRATEGY "Vortex Threshold Bridge-8a079e + Mut":
TRIGGER:
  // Check for inside day (yesterday's high < previous day's high and low > previous day's low)
  LAST(HIGH(sym, 1d), 5) < LAST(HIGH(sym, 1d), 2)
  AND LAST(LOW(sym, 1d), 6) > LAST(LOW(sym, 1d), 3)
  // Breakout above VWAP
  AND LAST(CLOSE(sym, 1d)) > SMA(CLOSE(sym, 1d), vwap_period)
  // Higher timeframe trend filter (fast EMA > slow EMA for bullish trend)
  AND EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  // Volume confirmation (current volume > average volume)
  AND LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), vol_period)
ENTRY: MARKET          // Market entry to capture breakout momentum
EXIT:
  // Exit on trend reversal (fast EMA crosses below slow EMA)
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: TRAIL_ATR(atr_period, atr_mult)  // Trailing ATR stop to lock in profits
SIZING: FIXED_FRACTION(risk_frac)      // Fixed fraction sizing for consistent risk