PF Pyramid carry 01 - deferred flip

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Pyramid carry probe 01 — deferred flip across close_all
//
// Purpose: pyramiding=4 with alternating market and stop entries,
// punctuated by `strategy.close_all` mid-session. Tests deferred-
// flip carry: when a stop entry queued the prior bar would flip
// the position, but `close_all` fires the same bar, the runtime
// must correctly sequence (close-then-flip vs flip-then-close)
// across the pyramid stack.
//
// Trade shape: alternating long market entries (RSI cross-up) and
// short stop entries (break of prior low) up to pyramiding=4. Once
// per session (hour==21, minute==45) we close_all, expecting any
// pending stop entries queued by previous bar to carry into the
// next bar after the flat reset.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. TradingView strategy report for this window.
//@version=6
strategy("PF Pyramid carry 01 - deferred flip", shorttitle="PYR_p01_FLIP", 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=4,
     process_orders_on_close=false)

rsiVal  = ta.rsi(close, 14)
emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)
atrVal  = ta.atr(14)

bool longCond  = ta.crossover(emaFast, emaSlow) and rsiVal < 70
bool shortStop = ta.crossunder(rsiVal, 50)

if longCond
    strategy.entry("L", strategy.long, qty=1, comment="add long market")

if shortStop
    strategy.entry("S", strategy.short, qty=1, stop=low - atrVal * 0.25, comment="flip short stop")

if hour == 21 and minute == 45
    strategy.close_all(comment="session close_all")