PineForge — Cadence Matrix Pairing

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Cadence Matrix Pairing
// A transposed grid pairs price direction and volume confirmation by horizon.
strategy("PineForge — Cadence Matrix Pairing", overlay=true,
     initial_capital=100000,
     default_qty_type=strategy.fixed, default_qty_value=2,
     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)

shortHorizon = input.int(6, "Short Horizon", minval=2, group="Pair Grid")
mediumHorizon = input.int(18, "Medium Horizon", minval=3, group="Pair Grid")
longHorizon = input.int(54, "Long Horizon", minval=5, group="Pair Grid")
requiredPairs = input.int(2, "Required Confirmed Pairs", minval=1, maxval=3, group="Pair Grid")
trendLength = input.int(43, "Trend EMA Length", minval=5, group="Trend")
atrLength = input.int(16, "ATR Length", minval=2, group="Risk")
maximumAtrLoss = input.float(2.4, "Maximum ATR Loss", minval=0.5, step=0.1, group="Risk")

shortPriceUp = close > close[shortHorizon] ? 1.0 : 0.0
mediumPriceUp = close > close[mediumHorizon] ? 1.0 : 0.0
longPriceUp = close > close[longHorizon] ? 1.0 : 0.0
shortVolumeFirm = volume > ta.sma(volume, shortHorizon) ? 1.0 : 0.0
mediumVolumeFirm = volume > ta.sma(volume, mediumHorizon) ? 1.0 : 0.0
longVolumeFirm = volume > ta.sma(volume, longHorizon) ? 1.0 : 0.0

var matrix<float> factorRows = matrix.new<float>(2, 3, 0.0)
factorRows.set(0, 0, shortPriceUp)
factorRows.set(0, 1, mediumPriceUp)
factorRows.set(0, 2, longPriceUp)
factorRows.set(1, 0, shortVolumeFirm)
factorRows.set(1, 1, mediumVolumeFirm)
factorRows.set(1, 2, longVolumeFirm)
horizonPairs = matrix.transpose(factorRows)

int confirmedPairs = 0
for horizonIndex = 0 to 2
    priceVote = horizonPairs.get(horizonIndex, 0)
    volumeVote = horizonPairs.get(horizonIndex, 1)
    if priceVote == 1.0 and volumeVote == 1.0
        confirmedPairs += 1

trendLine = ta.ema(close, trendLength)
atrValue = ta.atr(atrLength)
consensusReady = confirmedPairs >= requiredPairs

enterLong = consensusReady and not consensusReady[1] and close > trendLine
consensusEnded = confirmedPairs == 0 or close < trendLine
riskExceeded = strategy.position_size > 0 and close < strategy.position_avg_price - atrValue * maximumAtrLoss

if strategy.position_size == 0 and enterLong
    strategy.entry("Cadence Long", strategy.long)
else if strategy.position_size > 0 and (consensusEnded or riskExceeded)
    strategy.close("Cadence Long", comment=riskExceeded ? "ATR risk" : "Pair consensus")

plot(trendLine, "Trend EMA", color=color.orange)
plot(confirmedPairs, "Confirmed Horizon Pairs", color=color.blue, display=display.data_window)