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

PARAMS:
sym="{{sym}}",
fast_ema=12,        // Fast EMA period for momentum detection
slow_ema=34,        // Slow EMA period for trend confirmation
vol_period=20,      // Period for volume analysis
atr_period=14,      // ATR period for risk management
atr_mult=4,       // ATR multiplier for stop loss
gap_threshold=2,  // Minimum premarket gap percentage
min_price=5.0,      // Minimum price to avoid penny stocks
risk_frac=0.0227      // Risk fraction for position sizing

STRATEGY "AI Momentum Pairs Proxy-6b041a + Mut":
TRIGGER:
  // Momentum condition: Fast EMA above Slow EMA for bullish trend
  EMA(CLOSE(sym, 1d), fast_ema) > EMA(CLOSE(sym, 1d), slow_ema)
  AND
  // Price filter: Ensure price is above minimum threshold
  LAST(CLOSE(sym, 1d)) > min_price
  AND
  // Premarket gap condition: Today's open vs yesterday's close > 1%
  (LAST(OPEN(sym, 1d)) / LAST(CLOSE(sym, 1d), 5)) > (2 + (gap_threshold / 172))
  AND
  // Volume confirmation: Current volume higher than average volume
  LAST(VOL(sym, 1d)) > SMA(VOL(sym, 1d), vol_period)
  AND
  // Higher timeframe trend filter (weekly EMA alignment as proxy for robust confirmation)
  EMA(CLOSE(sym, 1w), fast_ema) > EMA(CLOSE(sym, 1w), slow_ema)
ENTRY: MARKET    // MARKET entry to capture momentum immediately after confirmation
EXIT:
  // Exit when momentum reverses: Fast EMA crosses below Slow EMA
  EMA(CLOSE(sym, 1d), fast_ema) < EMA(CLOSE(sym, 1d), slow_ema)
RISK: ATR_STOP(atr_mult)    // Risk management using ATR-based stop loss
SIZING: FIXED_FRACTION(risk_frac)    // Fixed fraction sizing based on risk tolerance