#include <contract.c>

vars PriceClose;

void run() {
    BarPeriod = 1440; // Daily bars for trend analysis
    LookBack = 30; // Looking back 30 bars for accurate trend detection
    StartDate = 2020;
    EndDate = 2024;
    assetList("AssetsIB");
    asset("SPY");

    PriceClose = series(priceClose());

    AmericanOption = 1; // Trading American Options
    
    if (is(EXITRUN)) return; // Exit if at the end of the backtest

    // Ensure the contract chain is updated for SPY
    if (!contractUpdate(Asset, 0, CALL | PUT)) return;

    // Entry Logic: Detect a rising trend to sell a call option
    if (NumOpenLong + NumOpenShort == 0) { // Check if there's no open position
        var trendStrength = risingF(PriceClose); // Assess the rising trend strength
        if (trendStrength > 0.5) { // Threshold for a strong rising trend
            // Define the strike price a bit above the current price for selling a call
            var StrikeCall = priceClose(0) + 100; // Offset from the current price for the strike
            int CallContract = contractFind(CALL, 45, StrikeCall); // Find a call option 45 days to expiration
            if (CallContract >= 0) {
                CONTRACT* c = contract(CallContract);
                if (combo(c, -1, 0, 0, 0, 0, 0, 0) > 0) { // Prepare the combo for selling 1 call
                    enterShort(comboLeg(1)); // Enter short for the call option leg
                }
            }
        }
    }

    // Exit Logic: Close the short call option position on a falling trend
    for(open_trades) {
        if (TradeIsOption && TradeIsShort) {
            var reversalStrength = fallingF(PriceClose); // Assess the strength of the falling trend
            if (reversalStrength > 0.5) { // Threshold indicating a strong downward trend
                exitTrade(ThisTrade); // Close the call option position
            }
        }
    }
}