PF Magnifier Dist Probe 08a - Endpoints RSI Cross

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Magnifier distribution probe 08a — ENDPOINTS, RSI-cross entry
//
// Purpose: pair with 08b (UNIFORM) to pin tick-density divergence on
// intra-bar fills using an RSI(14) cross-50 entry. Stop placed
// mid-bar so the magnifier sample sequence selects the fill bar.
// 08a is the TV-parity baseline (TV uses ENDPOINTS); 08b runs the
// same Pine through the harness with UNIFORM and the diff is the
// observed tick-density signal.
//
// Trade shape: long-only RSI(14) cross-up through 50; mid-bar
// protective stop at (open+high)/2. Exit on RSI cross-down through 50.
//
// TV setup: 15m chart, ETH-USDT-USDT, magnifier ON. Export trades to
// trades.csv.
//@version=6
strategy("PF magnifier dist probe 08a - ENDPOINTS RSI cross", shorttitle="MAG_08a_END", overlay=true,
     initial_capital=1000000, use_bar_magnifier=true,
     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)

rsiVal = ta.rsi(close, 14)

bool entryCond = ta.crossover(rsiVal, 50.0)
bool exitCond  = ta.crossunder(rsiVal, 50.0)

if entryCond and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="entry long")
    float stopLvl = (open + high) * 0.5
    strategy.exit("X", from_entry="L", stop=stopLvl, comment="mid-bar stop")

if exitCond and strategy.position_size > 0
    strategy.close("L", comment="exit long")