PF Probe 98 - Inside-Bar Engulf

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 98 — inside-bar engulfing entries
// Clean-room: written from validation goal, not from source.
//
// Purpose: exercises the simplest relational price-pattern surface — a
// 1-bar inside-range gate (`high < high[1] and low > low[1]`) plus the
// candle-direction tiebreaker (`close > open` vs `close < open`). Every
// term references the prior bar via the `[1]` history operator on raw
// OHLC series, so any engine that mishandles the boundary between
// "current-bar value" and "prior-bar value" — or that resolves OHLC
// history with a different lag than TradingView — will desync trade
// timestamps here.
//
// Validation goal: bit-exact trade list against TradingView's broker
// emulator on the reference 15m feed. Pass = every long/short entry
// fires on the same bar TradingView places it.
//
// 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 from script header. Export "List of
// trades" → tv_trades.csv.
//@version=6
strategy("PF probe 98 - inside-bar engulf", shorttitle="PF_p98_INBAR",
     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)

// ---- inside-bar relational pattern ---------------------------------
bool inside_bar = high < high[1] and low > low[1]

// ---- candle-direction tiebreaker -----------------------------------
bool bull_inside = inside_bar and close > open
bool bear_inside = inside_bar and close < open

// ---- entries on next bar's open ------------------------------------
if bull_inside and strategy.position_size <= 0
    if strategy.position_size < 0
        strategy.close("S", comment="flip flat")
    strategy.entry("L", strategy.long, comment="bull inside-bar")

if bear_inside and strategy.position_size >= 0
    if strategy.position_size > 0
        strategy.close("L", comment="flip flat")
    strategy.entry("S", strategy.short, comment="bear inside-bar")