PF probe liquidity-sweep-probe-01-pivot-swing

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe liquidity-sweep-probe-01-pivot-swing — directional swing-structure
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates pivot-high/low detection plus a higher-high / lower-low
// directional confirm. The engine surfaces under test are `ta.pivothigh` /
// `ta.pivotlow` and the cross-bar `var float` previous-swing tracking used
// to classify each newly confirmed pivot as a higher-high, lower-high,
// higher-low, or lower-low. Entries fire on the rising edge of a confirmed
// higher-high (long) or lower-low (short).
//
// Validation goal: bit-exact entries on confirmed HH/LL events. 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 liquidity-sweep-probe-01-pivot-swing", shorttitle="PF_lsp01_SWG",
     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)

// ---- pivot detection ----------------------------------------------
float ph = ta.pivothigh(high, i_left, i_right)
float pl = ta.pivotlow(low,   i_left, i_right)

// ---- last-confirmed swings ----------------------------------------
var float last_ph = na
var float prev_ph = na
var float last_pl = na
var float prev_pl = na

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

// ---- HH / LL events -----------------------------------------------
bool higher_high = not na(ph) and not na(prev_ph) and ph > prev_ph
bool lower_low   = not na(pl) and not na(prev_pl) and pl < prev_pl

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

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