MTF probe 11 - HTF bracket manual trail

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// MTF probe 11 — HTF confluence gate with MANUAL TRAILING stop
//
// Purpose: companion to mtf-probe-10. Keeps the exact same HTF confluence
// gate so any drift between probe 10 and probe 11 isolates the manual
// trailing-stop / per-bar strategy.exit re-issue pattern that VCP uses.
//
// The trailing implementation matches VCP's:
//   * a ``var float`` trail slot is updated each bar to the higher of
//     (close - atr * trailMult) and the previous trail (so it only
//     ratchets up for longs);
//   * ``strategy.exit("LX", "L", stop=trail, limit=tp)`` is called every
//     bar while in position with the freshly-updated trail.
// The engine must recognize that a strategy.exit re-issue with the same
// id+from_entry replaces the previous pending order rather than fanning
// out into multiple sibling exits — and the consumed-partial-id guard
// must NOT spuriously cancel valid full exits when the same id re-issues
// with a different stop.
//
// Trade shape: long-only, pyramiding=1. Same entry signal as probe 10.
// Exit via a static TP and a per-bar manual trail.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export the trade list to trades.csv
// in this folder.
//@version=6
strategy("MTF probe 11 - HTF bracket manual trail", shorttitle="MTF_p11",
     overlay=true, initial_capital=1000000,
     commission_type=strategy.commission.percent, commission_value=0,
     slippage=0, default_qty_type=strategy.fixed, default_qty_value=1,
     pyramiding=1, process_orders_on_close=false)

// ---- inputs ---------------------------------------------------------
string i_htf         = input.timeframe("60", "Higher Timeframe")
int    i_htf_ema     = input.int(20,         "HTF EMA Length",     minval=2, maxval=200)
int    i_fast_ema    = input.int(9,          "Fast EMA Length",    minval=2, maxval=50)
int    i_slow_ema    = input.int(21,         "Slow EMA Length",    minval=3, maxval=100)
int    i_atr_len     = input.int(14,         "ATR Length",         minval=2, maxval=50)
float  i_stop_mult   = input.float(2.0,      "Initial Stop ATR mult",   minval=0.5, maxval=5.0, step=0.1)
float  i_tp_mult     = input.float(4.0,      "Take-profit ATR mult",    minval=0.5, maxval=10.0, step=0.1)
float  i_trail_mult  = input.float(2.0,      "Manual Trail ATR mult",   minval=0.5, maxval=5.0, step=0.1)

// ---- 15m series -----------------------------------------------------
float emaFast = ta.ema(close, i_fast_ema)
float emaSlow = ta.ema(close, i_slow_ema)
float atrVal  = ta.atr(i_atr_len)

// ---- HTF confluence (identical to probe 10) ------------------------
float _htfEmaSeries = ta.ema(close, i_htf_ema)
float htfClose = request.security(syminfo.tickerid, i_htf,
     close, barmerge.gaps_off, barmerge.lookahead_off)
float htfEma   = request.security(syminfo.tickerid, i_htf,
     _htfEmaSeries, barmerge.gaps_off, barmerge.lookahead_off)
bool  htfBull  = not na(htfClose) and not na(htfEma) and htfClose > htfEma

// ---- entry + per-bar manual trailing ------------------------------
bool longSig = ta.crossover(emaFast, emaSlow) and htfBull

var float entryTP   = na
var float trailStop = na

if longSig and strategy.position_size == 0 and not na(atrVal)
    entryTP   := close + atrVal * i_tp_mult
    trailStop := close - atrVal * i_stop_mult
    strategy.entry("L", strategy.long, qty=1, comment="entry long")

// Manual trailing — ratchet trailStop higher each bar and re-issue
// the strategy.exit so the engine pending-order replaces in place.
if strategy.position_size > 0 and not na(atrVal)
    float candidate = close - atrVal * i_trail_mult
    if not na(trailStop) and candidate > trailStop
        trailStop := candidate
    strategy.exit("LX", "L", stop=trailStop, limit=entryTP,
         comment="manual trail")