Parity probe 04 - percent_of_equity sizing

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Parity probe 04 — strategy.percent_of_equity sizing
//
// Purpose: parity-probe-03 (explicit qty = strategy.equity / close) shows
// engine takes 31 Mondays that TV silently rejects. The hypothesis is
// that TV's broker emulator applies an additional margin / equity rule
// that engine misses, but it's also possible the explicit-qty + margin
// path differs from TV's auto-sizing. This probe routes the SAME
// equity-feedback contract through Pine's NATIVE
// ``default_qty_type=strategy.percent_of_equity`` path, which lets TV's
// internal sizing engine choose qty itself instead of the user
// computing it. If engine matches TV exactly here, the bug is purely in
// how the engine handles user-provided ``qty=`` arguments. If engine
// STILL diverges, the bug is in the broader margin / equity rule.
//
// Trade shape: long-only, default_qty_type=percent_of_equity, qty
// argument OMITTED so TV's sizing engine takes over. Same Monday
// 00:00 UTC trigger and 1-bar exit as parity-probe-03.
//
// 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 04 - percent_of_equity sizing", shorttitle="par_p04", overlay=true, initial_capital=1000000, commission_type=strategy.commission.percent, commission_value=0, slippage=0, default_qty_type=strategy.percent_of_equity, default_qty_value=99, pyramiding=0, process_orders_on_close=false)

// ---- engine -------------------------------------------------------
// Wall-clock entry trigger: 00:00 UTC every Monday. Identical timing to
// parity-probe-03 so the only difference under test is the sizing path
// (auto vs explicit-qty).
bool fire = dayofweek == 2 and hour == 0 and minute == 0 and strategy.position_size == 0

if fire
    // No qty= argument: TV uses default_qty_type=percent_of_equity
    // with default_qty_value=99 (i.e., 99% of equity per entry).
    strategy.entry("E", strategy.long, comment="auto-sized 99% equity")

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