PF Probe Market Shift Probe 03 Shift Driven Entry

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe market-shift-probe-03-shift-driven-entry — entries on state-change edges
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the rising-edge detector surface used to fire entries
// only on `market_state` transitions (not on every bar where the state is
// "true"). Two cross-bar `var int` slots — `market_state` and `prev_state` —
// produce a single-bar long signal when `market_state` flips to +1 from
// anything else, and a single-bar short signal on the symmetric -1 flip.
// The engine surface under test is the bar-end `prev_state := market_state`
// assignment ordering: the comparison MUST happen before the assignment, or
// the edge collapses and entries fire every bar instead of once.
//
// Validation goal: bit-exact trade list against TradingView's broker emulator
// on the reference 15-minute ETH-USDT-USDT feed. Long fires once per bull
// transition, short fires once per bear transition.
//
// 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-03-shift-driven-entry", shorttitle="PF_MS03_EDGE",
     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)

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 + edge detector --------------------------
var int market_state = 0
var int prev_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

bool long_edge  = market_state ==  1 and prev_state !=  1
bool short_edge = market_state == -1 and prev_state != -1

// ---- routing -------------------------------------------------------
if long_edge and strategy.position_size <= 0
    strategy.entry("L", strategy.long, qty=1, comment="bull edge")

if short_edge and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="bear edge")

// Update prev_state AFTER all comparisons + entries — last statement.
prev_state := market_state