Parity Probe 02 - CHoCH/BOS Isolator

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Parity probe 02 — CHoCH / BOS structural-break isolator
//
// Purpose: isolate the VCP integration probe family's bullConfluence /
// _bosLong gating, which depends on market-structure events
// (Break-of-Structure ``bosUp``/``bosDown`` and Change-of-Character
// ``chochUp``/``chochDown``). That family fires one extra long entry on
// 2025-05-12 12:15 UTC because chochUp = TRUE there
// in the engine — its prior-bar bosDown at 11:45 flipped structureDir to
// -1, then close=2542.93 > prevSwingHigh=2526.61 satisfied chochUp.
// vcp-probe-01 already shows ``ta.pivothigh/pivotlow`` match TV
// bit-for-bit, so the disagreement must come from how
// lastSwingHigh/Low and prevSwingHigh/Low evolve through the
// pivot-update side effects, or from the inequality direction in the
// bos/choch booleans. This probe puts the entire VCP-style swing-tracking
// scaffold on its own and trades ONLY on those four boolean events
// (one-bar holding period) so the trade list itself becomes the diff
// against TV.
//
// Trade shape: pyramiding=0, single-contract, exit on the next bar
// after entry so each row in the trade export is exactly one
// bos_up / bos_dn / choch_up / choch_dn firing. No FVG, no MTF, no
// confluence stack — pure swing-state logic.
//
// TV setup: 15m chart on BINANCE:ETHUSDT.P, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export "List of Trades" to
// ``tv_trades.csv`` in this folder.
//@version=6
strategy("Parity probe 02 - choch/bos isolator", shorttitle="par_p02", 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=0, process_orders_on_close=false)

// ---- inputs (mirror VCP defaults) ----------------------------------
int i_pivot = input.int(5, "Pivot Strength", minval=2, maxval=20)

// ---- swing tracking (BYTE-IDENTICAL to the VCP integration probe family) -----
float pivotHigh = ta.pivothigh(high, i_pivot, i_pivot)
float pivotLow  = ta.pivotlow(low,   i_pivot, i_pivot)

var float lastSwingHigh = na
var float lastSwingLow  = na
var float prevSwingHigh = na
var float prevSwingLow  = na
var int   structureDirection = 0

if not na(pivotHigh)
    prevSwingHigh := lastSwingHigh
    lastSwingHigh := pivotHigh

if not na(pivotLow)
    prevSwingLow := lastSwingLow
    lastSwingLow := pivotLow

bool bosUp     = not na(lastSwingHigh) and close > lastSwingHigh and structureDirection <= 0
bool bosDown   = not na(lastSwingLow)  and close < lastSwingLow  and structureDirection >= 0
bool chochUp   = not na(prevSwingHigh) and close > prevSwingHigh and structureDirection < 0
bool chochDown = not na(prevSwingLow)  and close < prevSwingLow  and structureDirection > 0

if bosUp or chochUp
    structureDirection := 1
if bosDown or chochDown
    structureDirection := -1

// ---- one-bar trades on every structural event ----------------------
// We ENTRY-on-event and CLOSE-on-next-bar so each event is bracketed
// into a single trade row in the export. Exporting the event TYPE
// (long entry vs short entry) plus the timestamp lets us diff
// engine vs TV with no other state to confound the comparison.
bool any_bull_event = bosUp   or chochUp
bool any_bear_event = bosDown or chochDown

if any_bull_event and strategy.position_size == 0
    string c_bu = bosUp ? "bosUp" : "chochUp"
    strategy.entry("BU", strategy.long, comment=c_bu)

if any_bear_event and strategy.position_size == 0
    string c_bd = bosDown ? "bosDown" : "chochDown"
    strategy.entry("BD", strategy.short, comment=c_bd)

// Exit at next bar's open (process_orders_on_close=false default)
if strategy.position_size != 0 and bar_index > strategy.opentrades.entry_bar_index(0)
    strategy.close_all(comment="event flatten")