PineForge MTF Tutorial — HTF SMA Filter

//@version=6
//
// PineForge tutorial — MTF demo (higher-timeframe filter via request.security).
//
// 15m chart cadence, MACD entries gated by an HTF SMA trend filter pulled
// in via `request.security`. The HTF and SMA length are inputs so the
// Python harness can sweep them without rebuilding the .so.
//
// Read alongside generated_htf.cpp to see how each Pine line maps onto
// the runtime API. The .pine here is reference only — the closed-source
// transpiler emits the sibling .cpp.
//
strategy("PineForge MTF tutorial — HTF SMA filter",
     overlay            = false,
     initial_capital    = 1000000,
     currency           = currency.USD,
     process_orders_on_close = false,
     pyramiding         = 1,
     commission_type    = strategy.commission.percent,
     commission_value   = 0,
     slippage           = 0,
     default_qty_type   = strategy.fixed,
     default_qty_value  = 1)

// === Inputs ===
fastLen   = input.int(12, "Fast Length",   minval=1)
slowLen   = input.int(26, "Slow Length",   minval=1)
signalLen = input.int(9,  "Signal Length", minval=1)
smaLen    = input.int(20, "SMA Length",    minval=1)
htf       = input.string("60", "HTF")

// === HTF trend filter via request.security ===
//
// Note: htfSma is computed *inside* the HTF context (the ta.sma call
// runs as part of the per-HTF-bar evaluator the engine schedules
// separately from the chart bar). htfClose is the HTF close.
htfSma   = request.security(syminfo.tickerid, htf, ta.sma(close, smaLen), lookahead=barmerge.lookahead_off)
htfClose = request.security(syminfo.tickerid, htf, close,                  lookahead=barmerge.lookahead_off)
trendUp  = htfClose > htfSma

// === MACD on chart TF ===
[macdLine, signalLine, _hist] = ta.macd(close, fastLen, slowLen, signalLen)
longCond  = ta.crossover(macdLine,  signalLine) and trendUp
shortCond = ta.crossunder(macdLine, signalLine) and not trendUp

if longCond
    strategy.entry("Long",  strategy.long)
if shortCond
    strategy.entry("Short", strategy.short)