PineForge Atlas Array Rotation

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Corporate Strategy: Atlas Array Rotation
// Independently authored to exercise a bounded rolling array and momentum rank.
strategy("PineForge — Atlas Array Rotation", overlay=false,
     initial_capital=100000,
     default_qty_type=strategy.percent_of_equity, default_qty_value=7,
     pyramiding=0, commission_type=strategy.commission.percent,
     commission_value=0.05, slippage=1,
     margin_long=100, margin_short=100,
     process_orders_on_close=false, calc_on_order_fills=false)

sampleCount = input.int(8, "Return Samples", minval=3, maxval=30, group="Signal")
rankLength = input.int(55, "Rank Window", minval=10, group="Signal")
rsiLength = input.int(14, "RSI Length", minval=2, group="Signal")
entryRank = input.float(78.0, "Entry Rank", minval=50, maxval=99, group="Signal")
exitRank = input.float(46.0, "Exit Rank", minval=1, maxval=70, group="Signal")
atrLength = input.int(17, "ATR Length", minval=2, group="Risk")
stopAtr = input.float(2.4, "Stop ATR", minval=0.5, step=0.1, group="Risk")

var array<float> returns = array.new_float()
oneBarReturn = na(close[1]) ? 0.0 : 100.0 * (close / close[1] - 1.0)
array.push(returns, oneBarReturn)
if array.size(returns) > sampleCount
    array.shift(returns)

rollingImpulse = array.size(returns) == sampleCount ? array.avg(returns) : na
priceRank = ta.percentrank(close, rankLength)
rsiValue = ta.rsi(close, rsiLength)
atrValue = ta.atr(atrLength)

enterLong = ta.crossover(priceRank, entryRank) and rollingImpulse > 0 and rsiValue > 54
leaveLong = ta.crossunder(priceRank, exitRank) or rollingImpulse < 0 or rsiValue < 44

if enterLong
    strategy.entry("Atlas Long", strategy.long)
if strategy.position_size > 0 and leaveLong
    strategy.close("Atlas Long", comment="Momentum rank cooled")
if strategy.position_size > 0
    strategy.exit("Atlas Guard", from_entry="Atlas Long",
         stop=strategy.position_avg_price - atrValue * stopAtr)

plot(priceRank, "Price Percent Rank", color=color.blue)
plot(rollingImpulse, "Array Mean Return", color=color.orange)