PF probe 91 - atr trail fixed entry

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 91 - atr-based trail_points with fixed-time entries
//
// Purpose: isolate whether the residual ~80 drifts from a community-style
// scalping strategy (after the trail_points-ceil fix in commit 9e838c0)
// come from the atr-based variable trail_points, or from that strategy's
// specific momentum-based entry pattern.
//
// Probes 88/89/90 all passed 100% with CONSTANT trail_points (8 or 20).
// This probe keeps everything else the same as probe 90 but switches
// trail_points to `atr` (series, varies per entry) — exactly like the
// scalping shape. Stop and limit also become atr-based (atrMult=1.2 short
// stop, *2 limit) to fully mirror the scalping shape.
//
// If probe 91 matches TV: the atr-based trail is fine, and trade-23-style
// drifts are tied to the scalping shape's entry timing
// (post-strong-bull-candle).
// If probe 91 diverges: there's a bug in how engine handles a series-int
// trail_points compared to a constant — most likely the timing of the
// atr capture inside strategy.exit.
//
// 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 91 - atr trail fixed entry",
     shorttitle="PF_P91_ATRTRAIL", 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)

atrLen = 14
atrMult = 1.2
atr = ta.atr(atrLen)

if hour == 8 and minute == 0 and strategy.position_size == 0
    longStop  = close - atr * atrMult
    longLimit = close + (close - longStop) * 2
    strategy.entry("L", strategy.long, qty=1, comment="entry long")
    strategy.exit("LX", "L",
         stop=longStop,
         limit=longLimit,
         trail_points=atr,
         comment="atr trail long")

if hour == 20 and minute == 0 and strategy.position_size == 0
    shortStop  = close + atr * atrMult
    shortLimit = close - (shortStop - close) * 2
    strategy.entry("S", strategy.short, qty=1, comment="entry short")
    strategy.exit("SX", "S",
         stop=shortStop,
         limit=shortLimit,
         trail_points=atr,
         comment="atr trail short")