PineForge MTF tutorial — lower-TF intra-bar range

//@version=6
//
// PineForge tutorial — MTF demo (lower-timeframe via request.security_lower_tf).
//
// Chart cadence is the input feed (15m by default). Inside each chart
// bar, request.security_lower_tf("1", close) returns an array of
// synthetic 1-minute closes covering that bar. The engine builds those
// sub-bars from the chart bar's own OHLC path — there is no separate
// finer feed (contrast with TradingView, which downloads a real 1m
// stream when you switch the timeframe).
//
// Entry signal: the realized 1m range exceeds a threshold, i.e. the
// chart bar moved a meaningful distance intra-bar. This is the kind of
// signal you cannot compute from chart-TF OHLC alone — that's the
// point of the lower-TF surface.
//
// Read alongside generated_ltf.cpp for the C++ shape the runtime
// actually loads as strategy_ltf.so.
//
strategy("PineForge MTF tutorial — lower-TF intra-bar range",
     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 ===
rangePct = input.float(0.5, "Range threshold (% of bar close)", minval=0.0)

// === Lower-TF sub-bar closes for the current chart bar ===
//
// PF only supports lookahead=off, gaps=off on this builtin (TV does
// not expose them anyway). Target TF "1" must be a clean integer
// divisor of the chart's input TF.
sub = request.security_lower_tf(syminfo.tickerid, "1", close)

// === Realized intra-bar range from the sub-bar array ===
float subHi = na
float subLo = na
if array.size(sub) > 0
    subHi := array.max(sub)
    subLo := array.min(sub)

float pct = nz((subHi - subLo) / close * 100.0)

// === Entries: long when intra-bar move was large *and* up ===
longCond  = pct > rangePct and close > open and strategy.position_size == 0
exitCond  = strategy.position_size > 0 and close < open

if longCond
    strategy.entry("Long", strategy.long)
if exitCond
    strategy.close("Long")