PF probe bos-curv-probe-integration

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe bos-curv-probe-integration — BOS trigger gated by curved channel
// Clean-room: written from validation goal, not from source.
//
// Purpose: composes the two surfaces isolated by `bos-curv-probe-01..02`
// (pivot-based break-of-structure + curved linreg/ATR channel) into one
// strategy. Long entry requires both a BOS-up confirmation AND `close`
// above the curved upper band's lower envelope; short symmetric. The
// integrated probe verifies that the engine evaluates pivot-state and
// linreg/ATR math in agreement on the same bars TradingView does.
//
// Validation goal: bit-exact trade list against TradingView's broker
// emulator on the reference 15-minute ETH-USDT-USDT feed.
//
// 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 bos-curv-probe-integration", shorttitle="PF_bosINT",
     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)

// ---- inputs --------------------------------------------------------
int   i_left         = input.int(5,    "Pivot left bars",  minval=1)
int   i_right        = input.int(5,    "Pivot right bars", minval=1)
int   i_lr_len       = input.int(50,   "Linreg length",   minval=10)
int   i_atr_len      = input.int(14,   "ATR length",      minval=2)
float i_atr_mult     = input.float(2.0, "ATR multiplier",  minval=0.1, step=0.1)
float i_curve_offset = input.float(5.0, "Slope curve offset", step=0.5)

// ---- pivot + last-confirmed state ---------------------------------
float ph = ta.pivothigh(high, i_left, i_right)
float pl = ta.pivotlow(low,   i_left, i_right)

var float last_ph = na
var float last_pl = na

if not na(ph)
    last_ph := ph
if not na(pl)
    last_pl := pl

bool bos_long  = not na(last_ph) and close > last_ph and close[1] <= nz(last_ph[1], last_ph)
bool bos_short = not na(last_pl) and close < last_pl and close[1] >= nz(last_pl[1], last_pl)

// ---- curved channel -----------------------------------------------
float mid    = ta.linreg(close, i_lr_len, 0)
float lr_lag = ta.linreg(close, i_lr_len, 1)
float slope  = mid - lr_lag
float width  = ta.atr(i_atr_len) * i_atr_mult
float upper  = mid + width + slope * i_curve_offset
float lower  = mid - width + slope * i_curve_offset

// ---- composite gates ----------------------------------------------
bool channel_bull = close > mid + slope * i_curve_offset
bool channel_bear = close < mid + slope * i_curve_offset

bool go_long  = bos_long  and channel_bull
bool go_short = bos_short and channel_bear

// ---- exit when price re-enters opposite half of channel -----------
bool exit_long  = strategy.position_size > 0 and ta.crossunder(close, lower)
bool exit_short = strategy.position_size < 0 and ta.crossover(close, upper)

// ---- order routing ------------------------------------------------
if go_long and strategy.position_size <= 0
    strategy.entry("L", strategy.long, qty=1, comment="integ long")

if go_short and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="integ short")

if exit_long
    strategy.close("L", comment="integ exit long")
if exit_short
    strategy.close("S", comment="integ exit short")