PF Probe Scalping Tight TP SL Points

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe scalping-probe-01-tight-tp-sl-points — small-points TP/SL via strategy.exit
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the tight-bracket exit surface used by scalp strategies.
// Entry is a trivial fast EMA cross (5 vs 13). The bracket is placed via
// `strategy.exit("Brk", from_entry=..., stop=sl_px, limit=tp_px)` with
// absolute prices computed from the entry fill (TP = +15 ticks, SL = -7
// ticks via `syminfo.mintick`). The engine surface under test is the
// `strategy.exit` mintick-aligned price arithmetic and TP-vs-SL fill
// priority within a single bar — when both TP and SL straddle the bar's
// range, TV resolves with a fixed open→high/low/close path that the engine
// must reproduce.
//
// Validation goal: bit-exact trade list against TradingView's broker emulator
// on the reference 15-minute ETH-USDT-USDT feed. Every bracket fill must
// match TV in side, price, and timing.
//
// 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 scalping-probe-01-tight-tp-sl-points", shorttitle="PF_SC01_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_fast    = input.int(5,  "Fast EMA",        minval=2, maxval=50)
int i_slow    = input.int(13, "Slow EMA",        minval=3, maxval=100)
int i_tp_tk   = input.int(15, "Take profit (ticks)", minval=1)
int i_sl_tk   = input.int(7,  "Stop loss (ticks)",   minval=1)

// ---- fast EMA cross trigger ----------------------------------------
float ema_fast = ta.ema(close, i_fast)
float ema_slow = ta.ema(close, i_slow)

bool long_signal  = ta.crossover(ema_fast,  ema_slow)
bool short_signal = ta.crossunder(ema_fast, ema_slow)

// ---- entries -------------------------------------------------------
if long_signal
    strategy.entry("L", strategy.long, qty=1, comment="scalp long")

if short_signal
    strategy.entry("S", strategy.short, qty=1, comment="scalp short")

// ---- bracket exits anchored on entry fill --------------------------
float entry_px = strategy.position_avg_price

if strategy.position_size > 0
    float tp_px = entry_px + i_tp_tk * syminfo.mintick
    float sl_px = entry_px - i_sl_tk * syminfo.mintick
    strategy.exit("Brk", from_entry="L", stop=sl_px, limit=tp_px)

if strategy.position_size < 0
    float tp_px = entry_px - i_tp_tk * syminfo.mintick
    float sl_px = entry_px + i_sl_tk * syminfo.mintick
    strategy.exit("Brk", from_entry="S", stop=sl_px, limit=tp_px)