PineForge — Spectrum Array Deque

//@version=6
// SPDX-License-Identifier: Apache-2.0
// Copyright 2026 PineForge
// PineForge Owned Strategy: Spectrum Array Deque
// A bounded return deque is traversed directly to measure directional breadth.
strategy("PineForge — Spectrum Array Deque", 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)

sampleCount = input.int(17, "Deque Samples", minval=4, maxval=60, group="Breadth")
minimumPositiveShare = input.float(0.64, "Minimum Positive Share", minval=0.1, maxval=0.95, step=0.01, group="Breadth")
trendLength = input.int(49, "Trend EMA Length", minval=5, group="Trend")
atrLength = input.int(17, "ATR Length", minval=2, group="Risk")
maximumAtrLoss = input.float(2.4, "Maximum ATR Loss", minval=0.5, step=0.1, group="Risk")

var array<float> returnDeque = array.new<float>()
array.push(returnDeque, ta.roc(close, 1))
if array.size(returnDeque) > sampleCount
    array.shift(returnDeque)

float returnSum = 0.0
int positiveCount = 0
for sample in returnDeque
    returnSum += sample
    if sample > 0
        positiveCount += 1

sampleSize = math.max(array.size(returnDeque), 1)
positiveShare = positiveCount / sampleSize
averageReturn = returnSum / sampleSize
trendLine = ta.ema(close, trendLength)
atrValue = ta.atr(atrLength)

enterLong = positiveShare >= minimumPositiveShare and averageReturn > 0 and close > trendLine and positiveShare[1] < minimumPositiveShare
breadthEnded = positiveShare < 0.46 or averageReturn < 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("Spectrum Long", strategy.long)
else if strategy.position_size > 0 and (breadthEnded or riskExceeded)
    strategy.close("Spectrum Long", comment=riskExceeded ? "ATR risk" : "Breadth ended")

plot(trendLine, "Trend EMA", color=color.orange)
plot(positiveShare, "Positive Share", color=color.blue, display=display.data_window)