#include <contract.c>

vars PriceClose, VolatilityEMA;

void init() {
  assetList("AssetsIB");
  BarPeriod = 60; // Setting bar period for the price series
  LookBack = 100; // Lookback period for technical indicators

  PriceClose = series(priceClose());
  initFuzzyLogicSettings();
  calculateEMAVolatility(20); // Initialize volatility calculation
}

void initFuzzyLogicSettings() {
  FuzzyRange = 0.05; // Adjust based on backtesting
}

void calculateEMAVolatility(int period) {
  vars ATRValues = series(ATR(period));
  VolatilityEMA = series(EMA(ATRValues, period));
}

void tradeOptions() {
  // Assuming current asset is SPY and we're setting up a strangle
  if (NumOpenLong == 0 && fuzzyEntryCondition()) {
    // Find contracts for the call and put options
    CONTRACT* callContract = contractFind("Call", 30, priceClose(0) + 10); // Example: 30 days to expiration, strike 10 points above
    CONTRACT* putContract = contractFind("Put", 30, priceClose(0) - 10); // Example: 30 days to expiration, strike 10 points below

    if(callContract && putContract) {
      // Setup the combo - buying 1 call and 1 put
      combo(callContract, 1, putContract, 1, 0, 0, 0, 0);
      
      // Enter the combo trade
      enterLong(comboLeg(1)); // Enter long for the call option leg
      enterLong(comboLeg(2)); // Enter long for the put option leg
      
      printf("\nEntered a Strangle on SPY");
    }
  }
}

void run() {
  StartDate = 2020;
  EndDate = 2024;
  assetList("AssetsIB");
  asset("SPY");

  while(asset(loop("SPY","AAPL","MSFT"))) {
    if (is(EXITRUN)) continue;
    tradeOptions();
  }
}