Pivot Extension Break

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 102 — confirmed-pivot break extension
// Clean-room: written from validation goal, not from source.
//
// Purpose: exercises `ta.pivothigh(left, right)` / `ta.pivotlow(left, right)`
// at left==right==4, then carries the most-recent CONFIRMED pivot price
// across bars in `var float` storage and fires entries when the close
// extends past it. Two engine surfaces are pinned:
//   (1) Pivot confirmation latency: TV reports `ta.pivothigh` `right`
//       bars AFTER the actual swing; engines that resolve confirmation
//       earlier or later will desync the carry-state.
//   (2) `var` initialiser-once semantics: `last_ph` / `last_pl` must
//       hold their value across bars and update only on confirmation.
//
// Validation goal: bit-exact trade list against TradingView's broker
// emulator on the reference 15m feed. Pass = every breakout entry
// fires on the same bar TradingView places it.
//
// TV setup: 15m chart, ETH-USDT-USDT (Binance USDT-M Perpetual). Full
// window matching corpus/data/ohlcv_ETH-USDT-USDT_15m.csv. Strategy
// properties: leave defaults from script header. Export "List of
// trades" → tv_trades.csv.
//@version=6
strategy("PF probe 102 - pivot extension break", shorttitle="PF_p102_PIV",
     overlay=true, initial_capital=1000000,
     commission_type=strategy.commission.percent, commission_value=0,
     slippage=0, default_qty_type=strategy.fixed, default_qty_value=1,
     pyramiding=1, process_orders_on_close=false)

// ---- inputs --------------------------------------------------------
int i_left  = input.int(4, "Pivot left bars",  minval=1, maxval=20)
int i_right = input.int(4, "Pivot right bars", minval=1, maxval=20)

// ---- pivot detection ----------------------------------------------
float ph = ta.pivothigh(high, i_left, i_right)
float pl = ta.pivotlow(low,   i_left, i_right)

// ---- carry the most-recent confirmed pivot -----------------------
var float last_ph = na
var float last_pl = na

if not na(ph)
    last_ph := ph
if not na(pl)
    last_pl := pl

// ---- entries on close extending past the carried pivot -----------
bool long_break  = not na(last_ph) and close > last_ph
bool short_break = not na(last_pl) and close < last_pl

if long_break and strategy.position_size <= 0
    if strategy.position_size < 0
        strategy.close("S", comment="flip flat")
    strategy.entry("L", strategy.long, comment="pivot-high break")

if short_break and strategy.position_size >= 0
    if strategy.position_size > 0
        strategy.close("L", comment="flip flat")
    strategy.entry("S", strategy.short, comment="pivot-low break")