PF Probe 94 Stop Entry Cancel No Regime Close

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 94 — re-issued stop entry + paired cancel, NO regime close
//
// Purpose: probe 52 reproduces TV's |old|+qty growth quirk and adds
// repeated ``strategy.close(opposite_id)`` blocks that fire on regime
// change. This probe strips those regime closes so only the
// ``strategy.entry`` re-issuance and ``strategy.cancel(opposite)``
// remain. The flip then has to come from the stop entry firing
// against an existing opposite position (no regime close to reset
// position to flat first).
//
// If qty in TV's export grows like probe 52 (1, 2, 3, 4, ...): the
// trigger lives in the (re-issue + cancel + flip-via-stop) combination,
// and regime closes are irrelevant. The engine fix can ignore them.
//
// If qty stays 1 (or 2 for clean flips): the regime close is part of
// the trigger -- in which case the discriminator involves
// ``strategy.close`` interacting with the next-bar pending stop.
//
// Trade shape: alternating MA crossover that places long stops when
// fast > slow and short stops when fast < slow, each side cancelling
// the opposite pending id every bar. NO ``strategy.close`` calls.
//
// TV setup: 15m chart, ETH-USDT-USDT. Properties dialog: Pyramiding=1,
// Order size = 1 contract. Export trades.csv.
//@version=6
strategy("PF probe 94 - stop entry cancel no regime close", shorttitle="PF_P94_NORC", 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)

fast = ta.ema(close, 8)
slow = ta.ema(close, 21)

longStop = high[1]
shortStop = low[1]

if fast > slow
    strategy.entry("LE", strategy.long, stop=longStop, comment="live long stop")
    strategy.cancel("SE")
else
    strategy.entry("SE", strategy.short, stop=shortStop, comment="live short stop")
    strategy.cancel("LE")