# HYBRID V18 - TIGHTER RSI (based on v15 winner, PF 1.10)
# More selective RSI range (30-55 instead of 25-65)
# Goal: Higher quality entries, fewer false signals

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

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.3,
atr_period=14,
atr_mult=4.0,
donchian_exit=20,
risk_frac=0.02

STRATEGY "Hybrid-TighterRSI-v18":

TRIGGER:
TIME_UTC_IN("09:30", "16:00")
AND CROSSUNDER(LOW(sym, 1d), MID(BBANDS(CLOSE(sym, 1d), bb_period, bb_dev)))
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult
AND LAST(CLOSE(sym, 1d)) > EMA(CLOSE(sym, 1d), 50)
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
# Tighter RSI range - avoid extremes
AND RSI(CLOSE(sym, 1d), 14) < 55
AND RSI(CLOSE(sym, 1d), 14) > 30

ENTRY: MARKET

EXIT:
((ZSCORE(RETURN(CLOSE(sym,1d),5),20) < -1.5) AND (ATR_RATIO(sym,1d,5,20) > 1.2)) OR ((MOMENTUM_QUALITY(CLOSE(sym,1d),10) < 0) AND (BARS_SINCE_HIGH(HIGH(sym,1d),10) > 5))

RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)