# HYBRID STRATEGY v1.0
# Goal: Win Rate > 50% AND Profit Factor > 1.3
# Based on research of best performing DSLs
#
# Key principles:
# 1. Daily timeframe (less noise than 1m)
# 2. WIDE trailing exit (Donchian 20) - LET WINNERS RUN
# 3. TIGHT initial stop (ATR 2.0) - CUT LOSSES FAST
# 4. Volume confirmation - avoid false breakouts
# 5. Mean reversion entry - buy dips in uptrend

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

PARAMS:
sym="{{sym}}",
# Entry params
bb_period=20,           # Bollinger Bands period
bb_dev=2.0,             # Bollinger Bands deviation
vol_mult=1.2,           # Volume spike threshold (20% above yesterday)
# Exit params - THE KEY: wide trailing exit
donchian_exit=20,       # Donchian channel period for exit (WIDE)
profit_target=0.05,     # Take partial profit at 5%
# Risk params - TIGHT initial stop
atr_period=14,
atr_mult=2.0,           # Tight initial stop (2x ATR)
risk_frac=0.02          # 2% risk per trade

STRATEGY "Hybrid-MeanReversion-WideTrail-v1":

# TRIGGER: Mean reversion entry with volume confirmation
# - Price touches/crosses below BB middle band (pullback in trend)
# - Volume spike confirms institutional interest
# - Higher timeframe (daily) for clean signals
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)  # Only in uptrend

ENTRY: MARKET

# EXIT: Two-pronged approach
# 1. Wide trailing exit (Donchian 20) - lets winners run to big moves
# 2. Profit target (5%) - takes partial profits
# The Donchian exit is KEY: only exits when price breaks 20-day low
EXIT:
LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), donchian_exit))
OR RETURN(CLOSE(sym, 1d), 20) > profit_target

# RISK: TIGHT initial stop to cut losses fast
# This is what makes high win rate strategies lose money - not having this
RISK: ATR_STOP(atr_mult)

# SIZING: Conservative position sizing
SIZING: FIXED_FRACTION(risk_frac)


# ============================================================
# VARIANT 2: More aggressive trend-following
# Lower win rate expected, but higher R:R
# ============================================================

#STRATEGY "Hybrid-TrendFollow-v1":
#TRIGGER:
#TIME_UTC_IN("09:30", "16:00")
#AND CROSSOVER(CLOSE(sym, 1d), UPPER(BBANDS(CLOSE(sym, 1d), 20, 2.0)))
#AND LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), 20) * 1.5
#AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
#ENTRY: MARKET
#EXIT:
#LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 30) - 3.5 * ATR(sym, 1d, 14))
#RISK: TRAIL_ATR(14, 3.5)
#SIZING: FIXED_FRACTION(0.02)