PF Probe Market-Shift-Probe-01-Shift-State

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe market-shift-probe-01-shift-state — bull/bear regime state machine on pivot breaks
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the regime state machine surface used by structural-shift
// strategies. A `var int market_state` holds three values (0 neutral, 1 bull,
// -1 bear). Transitions happen only when price closes through the most recent
// confirmed pivot high (→ bull) or pivot low (→ bear). The engine surface
// under test is cross-bar `var` state mutation gated by `ta.pivothigh` /
// `ta.pivotlow` confirmation plus simple price-vs-level breakthrough. No
// orders depend on bracket arithmetic here — this probe routes a trivial
// flat-flip entry directly off `market_state` so any TV/engine drift is
// attributable to the pivot tracking + state mutation, nothing else.
//
// Validation goal: bit-exact trade list against TradingView's broker emulator
// on the reference 15-minute ETH-USDT-USDT feed. Long when state flips to 1,
// short when state flips to -1.
//
// 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 market-shift-probe-01-shift-state", shorttitle="PF_MS01_STATE",
     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_pivot = input.int(5, "Pivot strength (left=right)", minval=2, maxval=20)

// ---- pivot tracking ------------------------------------------------
float ph = ta.pivothigh(high, i_pivot, i_pivot)
float pl = ta.pivotlow(low,   i_pivot, i_pivot)

// Hold the most-recently confirmed pivot levels across bars.
var float last_ph = na
var float last_pl = na

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

// ---- regime state machine ------------------------------------------
var int market_state = 0

bool break_up   = not na(last_ph) and close > last_ph
bool break_down = not na(last_pl) and close < last_pl

if break_up
    market_state := 1
else if break_down
    market_state := -1

// ---- trivial flat/flip routing off the state -----------------------
if market_state ==  1 and strategy.position_size <= 0
    strategy.entry("L", strategy.long, qty=1, comment="state bull")

if market_state == -1 and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="state bear")