PF lower-tf probe 01 - float ratio15

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Lower-TF probe 01 — numeric float array, ratio=15 (15m -> 1m)
//
// Purpose: smallest acceptance probe for ``request.security_lower_tf``
// returning ``array<float>``. On a 15m chart we pull 1-minute closes
// (15 sub-bars per chart bar) and reduce by sum to a synthetic
// "intra-bar momentum" that an EMA cross gates entries on. Drives the
// LTF sub-bar-index synthesis path and the numeric-array reduce parity
// vs script-side computations.
//
// Trade shape: long-only. Entry when EMA9>EMA21 AND the sum of the 15
// sub-bar closes diverges from 15*close (i.e. intrabar drift is
// non-trivial). Exit on EMA cross-under. Produces ~15-40 trades per
// 36k-bar window depending on ETH volatility regime.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export trade list to tv_trades.csv.
//@version=6
strategy("PF lower-tf probe 01 - float ratio15", shorttitle="LTF_p01_F15", 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)

// LTF call: 1-minute closes from 15m chart -> array<float> length 15.
ltfCloses = request.security_lower_tf(syminfo.tickerid, "1", close)

// Reduce sum-of-LTF closes; null-safe via array.size guard.
float ltfSum = 0.0
if array.size(ltfCloses) > 0
    for i = 0 to array.size(ltfCloses) - 1
        ltfSum := ltfSum + array.get(ltfCloses, i)

// Synthetic drift: how far the sub-bar sum is from 15*close.
float drift = ltfSum - 15.0 * close

emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)

bool entryCond = ta.crossover(emaFast, emaSlow) and math.abs(drift) > close * 0.001
bool exitCond  = ta.crossunder(emaFast, emaSlow)

if entryCond and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="ltf-entry")
if exitCond and strategy.position_size > 0
    strategy.close("L", comment="ltf-exit")