PF Probe 4EMA-RSI-Probe-02-RSI-Pullback

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 4ema-rsi-probe-02-rsi-pullback — RSI dip-and-recover trigger
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates a two-state RSI pullback gate. The engine surfaces under
// test are `ta.rsi` (Wilder smoothing via `ta.rma`) and a cross-bar `var
// bool` latch that arms on a deep pullback and fires when RSI recovers
// through the midline. The latch is the parity-relevant piece — it depends
// on bar-by-bar evaluation order and on `ta.rsi`'s recursive smoothing
// matching the TV reference exactly.
//
// Validation goal: bit-exact long-entry list when RSI dips below the lower
// band and then crosses back above the midline; symmetric for shorts. Pass
// = identical trade list vs TradingView's broker emulator.
//
// 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 4ema-rsi-probe-02-rsi-pullback", shorttitle="PF_4ema02_RSI",
     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 --------------------------------------------------------
int   i_rsi_len  = input.int(14,   "RSI length",       minval=2)
float i_dip_lo   = input.float(40, "Long pullback band",  minval=10, maxval=50)
float i_pop_lo   = input.float(50, "Long recovery line",  minval=40, maxval=60)
float i_dip_hi   = input.float(60, "Short pullback band", minval=50, maxval=90)
float i_pop_hi   = input.float(50, "Short recovery line", minval=40, maxval=60)

// ---- RSI base ------------------------------------------------------
float r = ta.rsi(close, i_rsi_len)

// ---- arm-and-fire latches (cross-bar) ------------------------------
var bool long_armed  = false
var bool short_armed = false

if r < i_dip_lo
    long_armed := true
if r > i_dip_hi
    short_armed := true

bool long_fire  = long_armed  and ta.crossover(r,  i_pop_lo)
bool short_fire = short_armed and ta.crossunder(r, i_pop_hi)

if long_fire
    long_armed := false
if short_fire
    short_armed := false

// ---- trivial entries on fire events --------------------------------
if long_fire and strategy.position_size <= 0
    strategy.entry("L", strategy.long, qty=1, comment="rsi pullback long")

if short_fire and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="rsi pullback short")