PF probe 101 - parabolic sar flip

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 101 — parabolic SAR flip entries
// Clean-room: written from validation goal, not from source.
//
// Purpose: exercises `ta.sar(start, increment, max)` — a deeply
// stateful indicator whose acceleration factor RAMPS within a trend
// (start → start+inc → start+2*inc → ... up to max) and RESETS to
// `start` on every flip. Reproducing the TV trade list requires the
// engine's SAR to (a) seed its initial trend the same way TV does
// (typically from the first directional bar), (b) ramp the AF on
// the same bars, and (c) flip on the same close-vs-SAR cross. Any
// drift in any of those three points cascades. This probe routes
// entries through the flip event itself (SAR moves from above the
// close to below = bullish flip; symmetric for bearish), which
// makes the trade list a direct readout of flip-bar agreement.
//
// Validation goal: bit-exact trade list against TradingView's broker
// emulator on the reference 15m feed. Pass = every flip-driven
// entry fires on the same bar TradingView places it.
//
// TV setup: 15m chart, ETH-USDT-USDT (Binance USDT-M Perpetual). Full
// window matching corpus/data/ohlcv_ETH-USDT-USDT_15m.csv. Strategy
// properties: leave defaults from script header. Export "List of
// trades" → tv_trades.csv.
//@version=6
strategy("PF probe 101 - parabolic sar flip", shorttitle="PF_p101_SAR",
     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)

// ---- inputs --------------------------------------------------------
float i_start = input.float(0.02, "SAR start",     minval=0.001, maxval=1.0, step=0.01)
float i_inc   = input.float(0.02, "SAR increment", minval=0.001, maxval=1.0, step=0.01)
float i_max   = input.float(0.20, "SAR max AF",    minval=0.01,  maxval=1.0, step=0.01)

// ---- SAR + flip detection -----------------------------------------
float sar_val = ta.sar(i_start, i_inc, i_max)

// SAR sits BELOW price when trend is up, ABOVE price when trend is
// down. Flip events: prior bar SAR was on opposite side of close.
bool sar_below_now    = sar_val      < close
bool sar_below_prior  = sar_val[1]   < close[1]

bool bull_flip = sar_below_now and not sar_below_prior
bool bear_flip = not sar_below_now and sar_below_prior

// ---- entries on flip ----------------------------------------------
if bull_flip and strategy.position_size <= 0
    if strategy.position_size < 0
        strategy.close("S", comment="flip flat")
    strategy.entry("L", strategy.long, comment="sar bull flip")

if bear_flip and strategy.position_size >= 0
    if strategy.position_size > 0
        strategy.close("L", comment="flip flat")
    strategy.entry("S", strategy.short, comment="sar bear flip")