PineForge Flashpoint Immediate Close

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Flashpoint Immediate Close
// A severe close-to-close volatility shock invokes an immediate market exit.
strategy("PineForge — Flashpoint Immediate Close", 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)

trendLength = input.int(47, "Trend EMA Length", minval=5, group="Signal")
momentumLength = input.int(12, "Momentum ROC Length", minval=2, group="Signal")
entryMomentum = input.float(0.6, "Entry Momentum %", minval=0.1, step=0.1, group="Signal")
shockThreshold = input.float(-2.4, "Immediate Shock %", maxval=-0.2, step=0.1, group="Risk")

trendLine = ta.ema(close, trendLength)
momentum = ta.roc(close, momentumLength)
oneBarReturn = ta.roc(close, 1)

enterLong = ta.crossover(momentum, entryMomentum) and close > trendLine
ordinaryExit = strategy.position_size > 0 and close < trendLine
flashpoint = strategy.position_size > 0 and oneBarReturn <= shockThreshold

if strategy.position_size == 0 and enterLong
    strategy.entry("Flashpoint Long", strategy.long)
else if flashpoint
    strategy.close("Flashpoint Long", comment="Immediate shock", immediately=true)
else if ordinaryExit
    strategy.close("Flashpoint Long", comment="Trend ended")

plot(trendLine, "Trend EMA", color=color.orange)
plot(oneBarReturn, "One-Bar Return %", color=color.red, display=display.data_window)