PF UDT Probe 14 - Method Drives Entry

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// UDT method probe 14 — method return drives strategy.entry directly
//
// Purpose: ``if signal.shouldEnterLong()`` must evaluate the UDT
// method, then immediately invoke ``strategy.entry`` only when the
// returned bool is true. The C++ runtime must guarantee evaluation
// happens once per bar inside the if-condition, not duplicated by
// the order block. Conversely the method's side effects (mutating
// internal counters) must persist exactly once.
//
// Trade shape: long + short. Signal toggles direction based on EMA
// regime; methods both decide the signal AND maintain a debounce
// counter to prevent flip-flopping in the same direction within 5 bars.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export the trade list to trades.csv
// in this folder.
//@version=6
strategy("PF UDT probe 14 - method drives entry", shorttitle="UDT_p14_ENT", 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)

type Signal
    int last_long_bar = -1000
    int last_short_bar = -1000
    int debounce = 5

method shouldEnterLong(Signal self, bool cross) =>
    bool spaced = (bar_index - self.last_long_bar) >= self.debounce
    bool ok = cross and spaced
    if ok
        self.last_long_bar := bar_index
    ok

method shouldEnterShort(Signal self, bool cross) =>
    bool spaced = (bar_index - self.last_short_bar) >= self.debounce
    bool ok = cross and spaced
    if ok
        self.last_short_bar := bar_index
    ok

var Signal sig = Signal.new(-1000, -1000, 5)

emaFast = ta.ema(close, 9)
emaSlow = ta.ema(close, 21)
bool xUp   = ta.crossover(emaFast, emaSlow)
bool xDown = ta.crossunder(emaFast, emaSlow)

if sig.shouldEnterLong(xUp)
    if strategy.position_size < 0
        strategy.close("S", comment="flip to long")
    strategy.entry("L", strategy.long, qty=1, comment="entry long")

if sig.shouldEnterShort(xDown)
    if strategy.position_size > 0
        strategy.close("L", comment="flip to short")
    strategy.entry("S", strategy.short, qty=1, comment="entry short")