PF probe trendmaster-probe-02-multi-tier-ma

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe trendmaster-probe-02-multi-tier-ma — three-tier EMA stack with state-change entries
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the multi-tier EMA stack-state surface used by trend
// strategies. Three EMAs (21, 55, 200) define a stack: bullish when
// `ema21 > ema55 > ema200`, bearish on the symmetric inversion, neutral
// otherwise. A `var int stack_state` tracks the regime and entries fire
// only on TRANSITIONS into bull or bear (the rising edge of the state).
// The engine surface under test is (a) three concurrent `ta.ema` recursions
// at different lengths — long warmup convergence to TV, (b) state-machine
// edge detection across bars, (c) the prior-state comparison ordering
// constraint mirrored from probe 03 of the market-shift family.
//
// Validation goal: bit-exact trade list against TradingView's broker emulator
// on the reference 15-minute ETH-USDT-USDT feed.
//
// 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 trendmaster-probe-02-multi-tier-ma", shorttitle="PF_TM02_STACK",
     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(21,  "EMA fast",   minval=3,  maxval=100)
int i_mid  = input.int(55,  "EMA mid",    minval=10, maxval=200)
int i_slow = input.int(200, "EMA slow",   minval=50, maxval=500)

// ---- three-tier EMA stack -----------------------------------------
float ema_fast = ta.ema(close, i_fast)
float ema_mid  = ta.ema(close, i_mid)
float ema_slow = ta.ema(close, i_slow)

bool stack_bull = ema_fast > ema_mid and ema_mid > ema_slow
bool stack_bear = ema_fast < ema_mid and ema_mid < ema_slow

// ---- state machine + edge detector --------------------------------
var int stack_state = 0
var int prev_state  = 0

if stack_bull
    stack_state := 1
else if stack_bear
    stack_state := -1
else
    stack_state := 0

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

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

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

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