#include <contract.c>

vars PriceClose;
var Volatility;

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

var calculateVolatility(vars Data, int period) {
  var sumDelta = 0;
  for(int i = 1; i <= period; i++) {
    sumDelta += abs(Data[i] - Data[i-1]);
  }
  return sumDelta / period;
}

var adjustFuzzyForVolatility(var fuzzyValue) {
  var adjustmentFactor = 1 + Volatility * 10;
  return clamp(fuzzyValue / adjustmentFactor, 0, 1);
}

bool fuzzyEntryCondition(vars Data) {
  var entryFuzzy = max(risingF(Data), valleyF(Data));
  return adjustFuzzyForVolatility(entryFuzzy) > 0.5;
}

bool fuzzyExitCondition(vars Data) {
  var exitFuzzy = max(fallingF(Data), peakF(Data));
  return adjustFuzzyForVolatility(exitFuzzy) > 0.5;
}

void optionComboTrade() {
  CONTRACT* C1; // Define pointer for the first leg of the combo
  CONTRACT* C2; // Define pointer for the second leg of the combo
  
  // Dynamically adjust option strike based on current price and volatility
  var strikeCall = round(priceClose(0) + 10 + Volatility * 5); // Example for call strike
  var strikePut = round(priceClose(0) - 10 - Volatility * 5); // Example for put strike
  
  // Initialize contracts for a strangle combo
  C1 = contractFind(CALL, 30, strikeCall); // Find call option contract
  C2 = contractFind(PUT, 30, strikePut); // Find put option contract

  // Check if contracts are found and if entry condition is met
  if(C1 && C2 && fuzzyEntryCondition(PriceClose)) {
    combo(C1, 1, C2, 1, 0, 0, 0, 0); // Create a strangle combo
    enterLong(comboLeg(1)); // Enter long on both legs of the combo
    enterLong(comboLeg(2));
  }
}

void run() {
  BarPeriod = 60;
  LookBack = 100;
  StartDate = 2020;
  EndDate = 2024;
  assetList("AssetsIB");
  asset("SPY");

  PriceClose = series(priceClose());
  initFuzzyLogicSettings();

  Volatility = calculateVolatility(PriceClose, 20); // Calculate market volatility

  if (is(EXITRUN)) return;

  optionComboTrade(); // Execute the option combo trade based on fuzzy logic conditions
}