PF Probe 95 Multi-Cycle Open Fill Stops

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 95 - multi-cycle deferred-flip growth, sub-bar-precision-free
//
// Purpose: isolate whether the residual probes 52/63 PnL divergence is
// the deferred-flip growth rule itself or sub-bar fill precision.
//
// Probe 52 exercises the same mechanic but its SE/LE stops are placed at
// ``high[1] + tick`` / ``low[1] - tick``, which makes the fire price
// depend on TradingView's intra-bar 1m magnifier path. This probe replaces
// those stops with EXTREME levels (``high * 10`` for the short stop,
// ``low * 0.1`` for the long stop) that are GUARANTEED to gap through at
// the next bar's open — the fill price is always ``open``, regardless of
// any sub-bar path. Cross events are also time-based (deterministic),
// not EMA-derived, eliminating EMA precision drift.
//
// Each UTC day fires two cycles (down at 8:00, up at 14:00). The growth
// chain steps up by 1 every cycle (long N -> short N+1 -> long N+2 ...).
// A weekly forced-flat at Monday 00:00 caps the chain length at 14
// cycles per week so the position notional stays well below
// initial_capital — without this, an unbounded chain on a 365-day
// window grows past TV's broker capital cap (~qty 288 with 1M capital)
// and TV starts splitting positions in ways unrelated to the
// deferred-flip rule we're testing.
//
// 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 95 - multi-cycle open-guaranteed stops", shorttitle="PF_P95_OG",
     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)

isDown = hour == 8 and minute == 0
isUp = hour == 14 and minute == 0

// Stop levels engineered so the fill price is always ``open`` of the next
// bar. SE short fires when ``low <= stop`` -> stop = ``high * 10`` is
// always >= low, fill = min(open, stop) = open.
// LE long fires when ``high >= stop``  -> stop = ``low * 0.1`` is always
// <= high, fill = max(open, stop) = open.
shortStop = high * 10.0
longStop = low * 0.1

if isDown
    strategy.entry("SE", strategy.short, qty=1, stop=shortStop, comment="open-guaranteed short")
    strategy.cancel("LE")

if isUp
    strategy.entry("LE", strategy.long, qty=1, stop=longStop, comment="open-guaranteed long")
    strategy.cancel("SE")

if isDown and strategy.position_size > 0
    strategy.close("LE", comment="flip flat long")

if isUp and strategy.position_size < 0
    strategy.close("SE", comment="flip flat short")

if dayofweek == 2 and hour == 0 and minute == 0 and strategy.position_size != 0
    strategy.close_all(comment="weekly reset")