PF probe 88 - 3-way exit set once

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 88 - three-way exit set once at entry (scalping-like)
//
// Purpose: isolate the exit-side divergence in a community-style scalping
// strategy. Probe 50 already covers same-bar stop+limit+trail_points fills,
// but it RE-ISSUES strategy.exit on every bar while in position
// (`if strategy.position_size > 0`). The scalping shape instead calls
// strategy.exit ONCE next to strategy.entry — the exit's stop, limit, and
// trail_points values are captured from the entry-bar atr/close and never
// updated. This probe mirrors that shape exactly so any divergence between
// TV and the engine maps cleanly to the "exit set once + carried across
// multiple bars" path rather than the "exit reset each bar" path that
// probe 50 covers.
//
// 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 probe 88 - 3-way exit set once", shorttitle="PF_P88_EX3SET", 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)

// Tick-sized trail (~$0.20 for ETH at mintick 0.01) matches scalping's
// trail_points=atr semantics — atr is implicitly cast to int and ends up
// as a small tick count rather than the human-readable atr in price units.
trailTicks = 20

// Long entry once a day, with the 3-way exit captured at entry close.
if hour == 8 and minute == 0 and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="entry long")
    strategy.exit("LX", "L",
         stop=close * 0.99,
         limit=close * 1.02,
         trail_points=trailTicks,
         comment="3-way set once")

// Short entry once a day, far enough from the long window to avoid bracket
// interference. Same 3-way exit captured at entry close.
if hour == 20 and minute == 0 and strategy.position_size == 0
    strategy.entry("S", strategy.short, qty=1, comment="entry short")
    strategy.exit("SX", "S",
         stop=close * 1.01,
         limit=close * 0.98,
         trail_points=trailTicks,
         comment="3-way set once")