Aperture COG LinReg

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Aperture COG LinReg
// Center-of-gravity rotation is admitted only with a rising regression path.
strategy("PineForge — Aperture COG LinReg", overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.fixed, default_qty_value=2,
     pyramiding=0, commission_type=strategy.commission.percent,
     commission_value=0.05, slippage=1,
     margin_long=100, margin_short=100,
     process_orders_on_close=false, calc_on_order_fills=false)

cogLength = input.int(13, "COG Length", minval=3, group="Cycle")
cogSignalLength = input.int(7, "COG Signal Length", minval=2, group="Cycle")
regressionLength = input.int(38, "Regression Length", minval=5, group="Trend")
atrLength = input.int(20, "ATR Length", minval=2, group="Risk")
maximumAtrLoss = input.float(2.5, "Maximum ATR Loss", minval=0.5, step=0.1, group="Risk")

cogValue = ta.cog(close, cogLength)
cogSignal = ta.ema(cogValue, cogSignalLength)
regressionNow = ta.linreg(close, regressionLength, 0)
regressionPrior = ta.linreg(close, regressionLength, 1)
atrValue = ta.atr(atrLength)
regressionRising = regressionNow > regressionPrior

enterLong = ta.crossover(cogValue, cogSignal) and regressionRising and close > regressionNow
cycleEnded = ta.crossunder(cogValue, cogSignal) or not regressionRising
riskExceeded = strategy.position_size > 0 and close < strategy.position_avg_price - atrValue * maximumAtrLoss

if strategy.position_size == 0 and enterLong
    strategy.entry("Aperture Long", strategy.long)
else if strategy.position_size > 0 and (cycleEnded or riskExceeded)
    strategy.close("Aperture Long", comment=riskExceeded ? "ATR risk" : "Cycle ended")

plot(regressionNow, "Regression Path", color=color.fuchsia)
plot(cogValue, "COG", color=color.teal, display=display.data_window)