PF probe kkb-probe-03-margin-100-pct

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe kkb-probe-03-margin-100-pct — margin_long/margin_short=100%
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the broker-emulator's margin/sizing semantics under
// `margin_long=100, margin_short=100`. The engine surface under test is
// strategy declaration argument propagation through to per-bar position
// sizing — at 100% margin the broker should require full notional cover
// for every fill. The strategy itself is a trivial dual-SMA cross so the
// only differentiator vs other probes is the margin declaration.
//
// Validation goal: bit-exact entries on `ta.crossover(ta.sma(close,5),
// ta.sma(close,20))` and exits on the symmetric cross-under, against
// TradingView's broker emulator with the same margin settings.
//
// 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-03-margin-100-pct", shorttitle="PF_kkb03_MGN",
     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,
     margin_long=100, margin_short=100)

// ---- inputs --------------------------------------------------------
int i_fast = input.int(5,  "Fast SMA length", minval=2)
int i_slow = input.int(20, "Slow SMA length", minval=3)

// ---- dual SMA ------------------------------------------------------
float fast = ta.sma(close, i_fast)
float slow = ta.sma(close, i_slow)

bool cross_up   = ta.crossover(fast,  slow)
bool cross_down = ta.crossunder(fast, slow)

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

if cross_down and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="ma cross down")