PF Magnifier Dist Probe Endpoints

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Magnifier distribution probe 01-endpoints — ENDPOINTS
//
// Purpose: cycle the 6 magnifier tick distributions across sibling
// dirs to pin tick-density divergence on intra-bar fills (gap X3,
// C++#11 — 11/12 codepaths cold). Pine source is identical for all
// six dirs; only the harness/build override switches the
// MagnifierDistribution enum to ENDPOINTS. TV always uses ENDPOINTS,
// so non-ENDPOINTS variants are documented expected divergence.
//
// Trade shape: long-only EMA(9/21) crossover entry plus a protective
// stop placed midway between bar open and high. The stop sits inside
// the bar intra-bar range, so whether it fires before the close
// depends on tick density — exactly the codepath we want to observe.
//
// TV setup: 15m chart, ETH-USDT-USDT, magnifier ON. For ENDPOINTS the
// TV export is the parity baseline; for the other 5 the harness
// override produces the comparison. Export trades to trades.csv.
//@version=6
strategy("PF magnifier dist probe 01-endpoints ENDPOINTS", shorttitle="MAG_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)

// Mid-bar entry on EMA crossover; protective stop placed between bar
// open and high so intra-bar tick distribution decides whether the
// stop fires before the bar close.
emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)

bool entryCond = ta.crossover(emaFast, emaSlow)
bool exitCond  = ta.crossunder(emaFast, emaSlow)

if entryCond and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="entry long")
    float stopLvl = open + (high - open) * 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")