# HYBRID V117 - SMART SYMBOL FILTER
# Based on v107 (10% ROI) but with algorithmic filters to exclude losers
#
# LOSER DETECTION FILTERS:
# 1. Exclude leveraged/inverse ETFs: High ATR% + negative long-term return
# 2. Exclude dying stocks: Below 100-day SMA + negative 50-day momentum
# 3. Exclude low volatility large caps: ATR% < 3%
# 4. Require healthy uptrend: 50 SMA > 100 SMA

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

PARAMS:
sym="{{sym}}",
mom_threshold=0.10,
vol_mult=1.3,
min_atr_pct=0.03,
max_drawdown=-0.30,
atr_mult=2.0,
risk_frac=0.03

STRATEGY "Hybrid-SmartFilter-v117":

TRIGGER:
TIME_UTC_IN("10:00", "15:30")

# === SMART LOSER FILTERS ===
# Filter 1: Minimum volatility (exclude low-vol large caps like AVGO, INTC)
AND ATR(sym, 1d, 14) / LAST(CLOSE(sym, 1d)) > min_atr_pct

# Filter 2: Not in major crash (exclude dying stocks like GNLN, BURU)
AND RETURN(CLOSE(sym, 1d), 50) > max_drawdown

# Filter 3: Above long-term trend (exclude downtrending stocks)
AND LAST(CLOSE(sym, 1d)) > SMA(CLOSE(sym, 1d), 100)

# Filter 4: Medium-term uptrend (50 SMA > 100 SMA)
AND SMA(CLOSE(sym, 1d), 50) > SMA(CLOSE(sym, 1d), 100)

# Filter 5: Exclude leveraged/inverse pattern (extreme vol + negative trend)
AND NOT (ATR(sym, 1d, 14) / LAST(CLOSE(sym, 1d)) > 0.08 AND RETURN(CLOSE(sym, 1d), 20) < -0.15)

# === ORIGINAL V107 ENTRY ===
AND RETURN(CLOSE(sym, 1d), 20) > mom_threshold
AND EMA(CLOSE(sym, 1d), 10) > EMA(CLOSE(sym, 1d), 26)
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult

ENTRY: MARKET

EXIT:
LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 22) - 3.0 * ATR(sym, 1d, 22))
OR (VOL_PERCENTILE(sym, 1d, 14, 50) > 80 AND RETURN(CLOSE(sym, 1d), 3) < 0)

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