# HYBRID V26 - VOLUME + RSI EXIT (v20 entry + v14 exit)
# Best of both: v20's high volume entry + v14's RSI exit
# v20 had PF 1.20, v14 had PF 1.11 with +$19K profit

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

PARAMS:
sym="{{sym}}",
bb_period=20,
bb_dev=2.0,
vol_mult=1.5,
rsi_exit=70,
ema_exit_period=21,
atr_period=14,
atr_mult=3.5,
risk_frac=0.02

STRATEGY "Hybrid-VolumeRSIExit-v26":

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) < 60
AND RSI(CLOSE(sym, 1d), 14) > 30

ENTRY: MARKET

# RSI overbought exit from v14
EXIT:
(RSI(CLOSE(sym, 1d), 14) > rsi_exit AND LAST(CLOSE(sym, 1d)) < EMA(CLOSE(sym, 1d), ema_exit_period))
OR LAST(CLOSE(sym, 1d)) < LOWER(DONCHIAN(HIGH(sym, 1d), LOW(sym, 1d), 20))

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