PF probe kkb-probe-02-breakout-trigger

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe kkb-probe-02-breakout-trigger — EMA mid + ATR breakout band
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates a smoothed-band breakout. The engine surfaces under
// test are `ta.ema(close, len)` for the central band, `ta.atr(len)` for
// volatility, and the upper/lower band arithmetic. Long entries fire on
// `ta.crossover(close, upper)`, short on `ta.crossunder(close, lower)`.
// Verifies that engine vs TV agree on the EMA/ATR numerics at the
// breakout boundary.
//
// Validation goal: bit-exact entries on close-vs-band breakouts. Pass =
// identical trade list vs TradingView's broker emulator.
//
// 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 kkb-probe-02-breakout-trigger", shorttitle="PF_kkb02_BRK",
     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_band_len = input.int(20,    "Band EMA length", minval=2)
int   i_atr_len  = input.int(14,    "ATR length",      minval=2)
float i_atr_mult = input.float(1.5, "ATR multiplier",  minval=0.1, step=0.1)

// ---- band ---------------------------------------------------------
float band  = ta.ema(close, i_band_len)
float vol   = ta.atr(i_atr_len)
float upper = band + vol * i_atr_mult
float lower = band - vol * i_atr_mult

// ---- crosses ------------------------------------------------------
bool cross_up   = ta.crossover(close, upper)
bool cross_down = ta.crossunder(close, lower)

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

if cross_down and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="band breakdown short")