PF probe 90 - narrow stop/limit + trail8

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 90 - narrow stop+limit alongside trail (scalping-distances)
//
// Purpose: investigate the 80 trades from a community-style scalping
// strategy that still drift by $0.50+ even after the trail_points-ceil fix
// (e.g. trade 23 at 2025-04-26 00:15 UTC, where engine fires trail at
// activation 1791.12 and TV fires at 1792.00 — Δ=$0.88).
//
// Probe 88 (trailTicks=20, far stop/limit at ±1-2%) and probe 89
// (trailTicks=8, far stop/limit at ±5%) both match TV 100%. That scalping
// shape's stop and limit are MUCH narrower — atr-based, so roughly
// entry±$5..$15. This probe pins trailTicks=8 (matching probe 89) but
// moves the stop and limit close to entry like that scalping shape
// (±$10/$20) to see whether the path-priority resolution on the entry bar
// changes when stop/limit are reachable on the same bar's path even though
// only the trail's activation level is actually crossed.
//
// 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 90 - narrow stop/limit + trail8",
     shorttitle="PF_P90_NARROW", 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)

trailTicks = 8
stopDist = 10.0
limitDist = 20.0

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 - stopDist,
         limit=close + limitDist,
         trail_points=trailTicks,
         comment="narrow stop/limit + trail8")

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 + stopDist,
         limit=close - limitDist,
         trail_points=trailTicks,
         comment="narrow stop/limit + trail8")