PF probe trendmaster-probe-03-pivot-tp-sl

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe trendmaster-probe-03-pivot-tp-sl — TP/SL anchored to recent pivots, not fixed offset
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates the pivot-anchored bracket surface used by trend
// strategies that risk-frame each entry against the last confirmed swing.
// SL for a long is set to the most recent pivot LOW; TP is computed as a
// 2R extrapolation from entry (`entry + (entry - last_pl) * 2`). Short is
// symmetric off the most recent pivot HIGH. The engine surface under test
// is (a) cross-bar `var float` pivot retention, (b) on-entry derivation
// of bracket prices using `strategy.position_avg_price`, (c) the
// `strategy.exit` placement of asymmetric stop/limit pairs.
//
// Validation goal: bit-exact trade list against TradingView's broker emulator
// on the reference 15-minute ETH-USDT-USDT feed. SL and TP fill prices must
// match TV exactly; any drift in pivot retention will shift both sides of
// the bracket.
//
// 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-03-pivot-tp-sl", shorttitle="PF_TM03_PVTP",
     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", minval=2, maxval=20)
float i_rr      = input.float(2.0, "Reward:risk ratio", minval=0.5, maxval=10.0, step=0.5)
int   i_fast    = input.int(5,    "Fast EMA", minval=2, maxval=50)
int   i_slow    = input.int(13,   "Slow EMA", minval=3, maxval=100)

// ---- pivot retention ----------------------------------------------
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

// ---- entry trigger: simple EMA cross -----------------------------
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 (only when a pivot anchor exists) -------------------
if long_signal and not na(last_pl) and strategy.position_size <= 0
    strategy.entry("L", strategy.long, qty=1, comment="pivot long")

if short_signal and not na(last_ph) and strategy.position_size >= 0
    strategy.entry("S", strategy.short, qty=1, comment="pivot short")

// ---- pivot-anchored bracket --------------------------------------
float entry_px = strategy.position_avg_price

if strategy.position_size > 0 and not na(last_pl)
    float sl_px = last_pl
    float tp_px = entry_px + (entry_px - last_pl) * i_rr
    strategy.exit("Brk", from_entry="L", stop=sl_px, limit=tp_px)

if strategy.position_size < 0 and not na(last_ph)
    float sl_px = last_ph
    float tp_px = entry_px - (last_ph - entry_px) * i_rr
    strategy.exit("Brk", from_entry="S", stop=sl_px, limit=tp_px)