# HYBRID V124 - R:R RATIO OPTIMIZER
# Focus on maintaining high Risk:Reward ratio
# Parent had 5.64 R:R, child dropped to 0.91
# Key: Only enter when potential reward >> potential risk

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

PARAMS:
sym="{{sym}}",
mom_threshold=0.08,
vol_mult=1.2,
min_atr_pct=0.03,
max_atr_pct=0.10,
atr_mult=2.5,
risk_frac=0.025

STRATEGY "Hybrid-RROptimizer-v124":

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

# === R:R OPTIMIZATION FILTERS ===

# Filter 1: Volatility sweet spot for good R:R
AND ATR(sym, 1d, 14) / LAST(CLOSE(sym, 1d)) > min_atr_pct
AND ATR(sym, 1d, 14) / LAST(CLOSE(sym, 1d)) < max_atr_pct

# Filter 2: Room to run (not at resistance)
AND LAST(CLOSE(sym, 1d)) < HIGHEST(HIGH(sym, 1d), 50) * 0.98

# Filter 3: Not at support (room for stop)
AND LAST(CLOSE(sym, 1d)) > LOWEST(LOW(sym, 1d), 10) * 1.03

# Filter 4: Breakout potential (consolidating near highs)
AND LAST(CLOSE(sym, 1d)) > HIGHEST(HIGH(sym, 1d), 20) * 0.92

# Filter 5: Strong underlying trend
AND EMA(CLOSE(sym, 1d), 20) > EMA(CLOSE(sym, 1d), 50)
AND SMA(CLOSE(sym, 1d), 50) > SMA(CLOSE(sym, 1d), 100)

# Filter 6: Volatility not contracting (opportunity exists)
AND ATR(sym, 1d, 7) > ATR(sym, 1d, 21) * 0.85

# Filter 7: Momentum confirms
AND RETURN(CLOSE(sym, 1d), 20) > mom_threshold
AND RETURN(CLOSE(sym, 1d), 5) > 0

# Filter 8: Volume supports move
AND LAST(VOL(sym, 1d)) > LAST(VOL(sym, 1d), 1) * vol_mult

ENTRY: MARKET

# Tighter exit to lock in profits and maintain R:R
EXIT:
LAST(CLOSE(sym, 1d)) < (HIGHEST(HIGH(sym, 1d), 15) - 2.5 * ATR(sym, 1d, 14))
OR (VOL_PERCENTILE(sym, 1d, 14, 50) > 75 AND RETURN(CLOSE(sym, 1d), 3) < -0.02)
OR RETURN(CLOSE(sym, 1d), 5) < -0.05

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