PF Probe 104 - Supertrend Flip

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 104 — supertrend direction flip
// Clean-room: written from validation goal, not from source.
//
// Purpose: exercises `ta.supertrend(factor, atrPeriod)` — a v6
// built-in that returns a `[trail, dir]` tuple. The `dir` value is
// `-1` when supertrend is below price (uptrend) and `+1` when above
// (downtrend); a flip happens when the close crosses the trailing
// stop. Reproducing the TV trade list requires the engine to
// match TV on (a) the ATR seeding inside the supertrend call
// (Wilder smoothing, length 10), (b) the trailing-stop carry-state
// across bars, and (c) the dir polarity convention (TV's is
// `-1 = up, +1 = down`). This probe routes entries through the
// `dir` flip event so the trade list is 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 104 - supertrend flip", shorttitle="PF_p104_ST",
     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_factor   = input.float(3.0, "Supertrend factor",     minval=0.5, maxval=10.0, step=0.1)
int   i_atr_len  = input.int(10,    "Supertrend ATR length", minval=2,   maxval=100)

// ---- supertrend tuple ---------------------------------------------
[st_trail, st_dir] = ta.supertrend(i_factor, i_atr_len)

// dir convention: -1 = up (price above trail), +1 = down. Flip events
// compare current dir to prior-bar dir captured in a `var int` carrier
// rather than `st_dir[1]` history access — the latter exercises a
// codegen path on tuple-destructured int members that is currently
// not supported by the transpiler. The validation surface (ta.supertrend
// tuple return + flip-driven entry) is unchanged.
var float prev_dir = 0.0
bool bull_flip = st_dir == -1 and prev_dir ==  1
bool bear_flip = st_dir ==  1 and prev_dir == -1

// ---- 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="st 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="st bear flip")

// Carry current dir for the next bar's flip comparison. Must be the
// last write so the comparisons above see the prior bar's value.
prev_dir := st_dir