PF Probe 97c Range Expansion Pending Stop

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 97c — range-expansion gated pending stop entry (isolated from probe 97)
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolate the range-expansion predicate + pending stop entry
// lifecycle from probe 97. Drops bracket, drops cap. Uses
// `strategy.entry(..., stop=high[1])` for long arm and
// `strategy.entry(..., stop=low[1])` for short arm, gated by an
// ATR-relative range expansion test on the previous bar. Cancels the
// pending stop when the gate negates. If TV vs engine diverge here,
// either the range-expansion arithmetic (atr[1] history access) or
// the pending-stop placement / next-bar cancel lifecycle is the bug.
//
// Validation goal: bit-exact trade list. Pass = same set of bars trigger
// pending stop entries, same set get cancelled before fill, same fills.
//
// TV setup: 15m chart, ETH-USDT-USDT (Binance USDT-M Perpetual). Full
// window matching corpus/data/ohlcv_ETH-USDT-USDT_15m.csv. Strategy
// properties: leave defaults. Export "List of trades" → tv_trades.csv.
//@version=6
strategy("PF probe 97c - range-expansion pending-stop isolate", shorttitle="PF_p97c_RNG",
     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, calc_on_order_fills=false)

// ---- inputs --------------------------------------------------------
int   i_atr_len  = input.int(14, "ATR length",            minval=1)
float i_atr_mult = input.float(1.0, "Range/ATR threshold", minval=0.1)

// ---- range-expansion detection (mirrors probe 97 logic) ------------
float prev_range = high[1] - low[1]
float atr_now    = ta.atr(i_atr_len)
float atr_prev   = atr_now[1]
bool  expansion  = not na(atr_prev) and prev_range > atr_prev * i_atr_mult

bool prev_up   = close[1] > open[1]
bool prev_down = close[1] < open[1]

bool arm_long  = expansion and prev_up
bool arm_short = expansion and prev_down

// ---- pending stop entries; cancelled when arm negates --------------
if arm_long
    strategy.entry("LongOnRng", strategy.long, stop=high[1])
else
    strategy.cancel("LongOnRng")

if arm_short
    strategy.entry("ShortOnRng", strategy.short, stop=low[1])
else
    strategy.cancel("ShortOnRng")