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

PARAMS:
sym="{{sym}}",              // Symbol for runtime injection
hour_fast=3,                // Fast period for hourly volatility
hour_slow=17,               // Slow period for hourly volatility
day_range_period=5,         // Period for daily range analysis
atr_period=39,              // ATR period for risk management
atr_mult=6,               // ATR multiplier for stop loss
risk_frac=0.0085,             // Risk fraction per trade
vol_threshold=2           // Threshold for volume expansion
lookback=21...-1,

STRATEGY "LowVolume Basket - HighVolume Basket - HighVolume Basket - Unstable Basket - Unstable Basket - Unstable Basket - Horizon Alpha  | EXIT Opt: price<ema8 | EXIT Opt: price<ema55 | EXIT Opt: price<bb-lower-20-2 | EXIT Opt: donch-mid-30-cd4dc4 + Mut-997c88 + Mu-964ab2 + Mut":
TRIGGER:
// Detect range expansion from inside day on daily timeframe
LAST(HIGH(sym, 1d)) > HIGHEST(HIGH(sym, 1d), day_range_period, 1)
AND LAST(LOW(sym, 1d)) < LOWEST(LOW(sym, 1d), day_range_period, 1)
// Confirm microstructure imbalance on hourly with volume surge
AND LAST(VOL(sym, 1h)) > LAST(VOL(sym, 1h), 3) * vol_threshold
// Restrict trading to specific UTC window for signal relevance
AND TIME_UTC_IN("17:00", "20:00")
ENTRY: MARKET
EXIT:
CROSSOVER(CLOSE(sym,1d), MID(DONCHIAN(HIGH(sym,1d), LOW(sym,1d), 12)))
RISK: ATR_STOP(atr_mult)
SIZING: FIXED_FRACTION(risk_frac)