Parity probe 03 - equity mirror

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Parity probe 03 — strategy.equity per-bar mirror
//
// Purpose: isolate the IES integration probe family's PnL drift (2.54% on
// the strict thresholds, sole strategy below the strong tier). The drift
// occurs because every entry sizes via ``strategy.equity * i_risk_pct *
// regime_size_mult * quality_mult / risk_per_unit``, and tiny IIR-warmup
// deltas in ATR/ADX (engine has 5 months of warmup OHLCV vs TV's full
// chart history) compound across thousands of trades into a $29k equity
// gap by 2026-04-21 — at which point per-bar regime and risk match TV
// bit-for-bit but the qty is locked at engine_equity / TV_equity ≈
// 0.9731. The disagreement therefore lives in strategy.equity itself.
//
// This probe sets ``qty = strategy.equity / close`` at every periodic
// entry and immediately flattens on the next bar, so the exported
// ``Size (qty)`` column reads back ``strategy.equity / close`` at each
// trade's bar. Comparing engine vs TV row-by-row pinpoints the FIRST
// trade where strategy.equity diverges (i.e., where the cascade
// starts) and quantifies the divergence rate at every point afterward.
//
// Trade shape: long-only, pyramiding=0, no commission/slippage so the
// only mover of strategy.equity between trades is the prior trade's
// realised P&L plus the open position's mark-to-market. The 100-bar
// period spaces trades far enough apart that the prior trade always
// closes before the next entry computes its qty.
//
// 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 03 - equity mirror", shorttitle="par_p03", 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)

// ---- engine -------------------------------------------------------
// Wall-clock entry trigger: 00:00 UTC every Monday. Using a
// timestamp-based rule (not bar_index) so engine and TV fire on the
// SAME absolute bars; bar_index-based triggers shift by the warmup
// prefix and break verify_corpus.py's align-by-time stage. Pine's
// `dayofweek.monday` constant is integer 2 (Sun=1, Mon=2, ..., Sat=7);
// the engine's codegen does not yet expose `dayofweek.*` namespace
// constants, so the literal is inlined here.
bool fire = dayofweek == 2 and hour == 0 and minute == 0 and strategy.position_size == 0

// qty encodes strategy.equity at this bar; round to 3 decimals so
// the exported CSV is bit-stable across re-runs.
float qty_dyn = math.round(strategy.equity / close * 1000) / 1000

if fire and qty_dyn > 0
    strategy.entry("E", strategy.long, qty=qty_dyn, comment="qty = equity/close")

// Exit at next bar's open so each entry maps to a single trade row
// whose Size (qty) reveals strategy.equity at the entry bar.
if strategy.position_size > 0 and bar_index > strategy.opentrades.entry_bar_index(0)
    strategy.close("E", comment="next-bar flatten")