# HYBRID V23 - MOMENTUM BLEND (v15 entry + v14 exit elements)
# v15 had PF 1.10 with 52% WR
# v14 had PF 1.11 with 28% WR and R:R 2.82
# Blend: v15 entry quality + RSI overbought exit from v14

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,
rsi_exit=70,
risk_frac=0.02

STRATEGY "Hybrid-MomentumBlend-v23":

# v15 entry (proven 52% WR)
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)
AND RSI(CLOSE(sym, 1d), 14) < 65
AND RSI(CLOSE(sym, 1d), 14) > 25

ENTRY: MARKET

# Blend exit: RSI overbought (from v14) + Donchian safety
EXIT:
CROSSUNDER(CLOSE(sym,1d), EMA(CLOSE(sym,1d), 5)) AND LAST(ATR_RATIO(sym,1d, 5, 20)) > 1.8 AND LAST(VOL_PERCENTILE(sym,1d, 14, 50)) > 80

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