Swing Pivot ATR

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 28 — pivot-anchored ATR stop/target
// Purpose: parity test for ta.pivothigh / ta.pivotlow detection paired with
// `var float lastPvtH/L` retention and ATR-multiple stop & target sizing.
//
//@version=6
strategy("Swing Pivot ATR", overlay=true, initial_capital=1000000, 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 ===
pivotLen = input.int(5, "Pivot Length", minval=2)
atrLen   = input.int(14, "ATR Length", minval=1)
atrMult  = input.float(1.5, "ATR SL Multiplier", step=0.1)
tpMult   = input.float(2.0, "ATR TP Multiplier", step=0.1)

// === Pivots ===
pvtHigh = ta.pivothigh(high, pivotLen, pivotLen)
pvtLow  = ta.pivotlow(low, pivotLen, pivotLen)
atrVal  = ta.atr(atrLen)

// === Track last pivot levels ===
var float lastPvtH = na
var float lastPvtL = na

if not na(pvtHigh)
    lastPvtH := pvtHigh
if not na(pvtLow)
    lastPvtL := pvtLow

// === Breakout of pivot levels ===
longCond  = not na(lastPvtH) and close > lastPvtH and close[1] <= lastPvtH
shortCond = not na(lastPvtL) and close < lastPvtL and close[1] >= lastPvtL

// === Strategy with exit targets ===
if longCond
    strategy.entry("Long", strategy.long)
    strategy.exit("XL", "Long", stop=close - atrVal * atrMult, limit=close + atrVal * tpMult)

if shortCond
    strategy.entry("Short", strategy.short)
    strategy.exit("XS", "Short", stop=close + atrVal * atrMult, limit=close - atrVal * tpMult)

plot(lastPvtH, "Last Pivot High", color=color.red, style=plot.style_stepline)
plot(lastPvtL, "Last Pivot Low", color=color.green, style=plot.style_stepline)