PF MTF Probe 08 Triple TF MACD Histogram

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// MTF probe 08 — triple HTF MACD histogram via user-defined function
//
// Purpose: replicate the IES integration probe family's bias pattern in the
// smallest possible strategy. That family wraps MACD histogram in
// `f_macd_hist(src, fast, slow, sig)` and calls it inside three
// request.security feeds (60m, 240m, D), then counts how many HTF buckets
// are bullish/bearish for entry. This combines "user-defined function
// inside request.security" + "three concurrent HTFs" + "ta.ema chain".
// MTF probes 03/05 cover ta.* inside security at a single HTF; probe 07
// covers three HTFs with a flat expression. probe 08 covers the full
// triple-HTF user-function shape so the engine vs TV gap can be attributed
// to one of these specific axes.
//
// TV setup: 15m chart, same symbol/window as data/ohlcv_ETH-USDT-USDT_15m.csv.
// Export TradingView "List of trades" to trades.csv in this folder.
//@version=6
strategy("PF MTF probe 08 - triple TF MACD hist", shorttitle="MTF_p08_3MACD", 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)

f_macd_hist(series float src, int fast, int slow, int sig) =>
    float macd_val = ta.ema(src, fast) - ta.ema(src, slow)
    float macd_sig = ta.ema(macd_val, sig)
    macd_val - macd_sig

float h1 = request.security(syminfo.tickerid, "60",  f_macd_hist(close, 12, 26, 9), lookahead=barmerge.lookahead_off)
float h2 = request.security(syminfo.tickerid, "240", f_macd_hist(close, 12, 26, 9), lookahead=barmerge.lookahead_off)
float h3 = request.security(syminfo.tickerid, "D",   f_macd_hist(close, 12, 26, 9), lookahead=barmerge.lookahead_off)

bool allBull = h1 > 0 and h2 > 0 and h3 > 0
bool allBear = h1 < 0 and h2 < 0 and h3 < 0

if allBull and strategy.position_size <= 0
    if strategy.position_size < 0
        strategy.close("S", comment="flip to long")
    strategy.entry("L", strategy.long, comment="3-TF MACD bull")

if allBear and strategy.position_size >= 0
    if strategy.position_size > 0
        strategy.close("L", comment="flip to short")
    strategy.entry("S", strategy.short, comment="3-TF MACD bear")