PF poc exit-while-flat false

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Probe: process_orders_on_close=false x a from_entry strategy.exit issued while
// FLAT (in the same evaluation as a pending LIMIT strategy.entry that fills on
// a LATER bar). Community strategies routinely set SL/TP at signal time next to
// a limit entry, before the entry actually fills.
//
// What it pins: that the from_entry bracket SURVIVES the gap until its entry
// fills and then fires at the stop/limit level. Verified 2026-06-28 on
// data/ohlcv_ETH-USDT-USDT_15m.csv: engine output is IDENTICAL for
// process_orders_on_close true vs false (179 trades each; 12 bracket fills
// [11 stop + 1 TP], 167 opposite-cross). No divergence -> the on_close path
// does NOT drop the orphaned-then-activated exit. (An earlier 5-bar synthetic
// suggested a drop; that was a contrived-feed artifact, disproven here.)
//
// TV setup: 15m chart, ETH-USDT-USDT (Binance), same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. TradingView strategy report -> tv_trades.csv to
// confirm engine<->TV parity for this pattern.
//@version=6
strategy("PF poc exit-while-flat false", shorttitle="POC_EWF_false", 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)

emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)
sig     = ta.crossover(emaFast, emaSlow)
exitSig = ta.crossunder(emaFast, emaSlow)

// Issue the limit entry AND the protective bracket together, while flat.
if sig and strategy.position_size == 0
    lvl = close
    strategy.entry("L", strategy.long, limit=lvl * 0.98)
    strategy.exit("X", from_entry="L", stop=lvl * 0.965, limit=lvl * 1.04)

// Fallback close on the opposite cross so positions cannot ride forever when
// the bracket is (incorrectly) dropped — keeps the probe trade count healthy
// and makes the bracket-vs-opposite-cross divergence visible per trade.
if exitSig and strategy.position_size > 0
    strategy.close("L", comment="opp")