VCP probe 01 - pivot strength 5

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// VCP probe 01 — pivot detection at strength 5
//
// Purpose: isolate the market-structure half of the VCP integration probe
// family. That family detects
// swing highs/lows with ``ta.pivothigh(high, pivotStrength, pivotStrength)``
// and ``ta.pivotlow(low, pivotStrength, pivotStrength)`` at the default
// ``pivotStrength = 5``. Those pivots seed BOS / CHoCH structure flips,
// which then gate every entry. If TV and the engine disagree on WHEN a
// strength-5 pivot confirms (or its value), VCP's structureDirection
// flips on different bars and the whole confluence stack desyncs.
//
// This probe routes a trivial entry/exit through ONLY the pivot pair —
// no FVG, no MTF, no RSI, no volume — so any TV/engine drift here is
// attributable to ``ta.pivothigh`` / ``ta.pivotlow`` left-bar+right-bar
// confirmation precision at strength 5.
//
// Trade shape: long-only, pyramiding=1. Enter long on the bar that
// confirms a strength-5 pivot LOW (buy-the-dip on the confirmation
// bar). Close the long on the next confirmed strength-5 pivot HIGH.
// Both are computed with the EXACT VCP pivot signature.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export the trade list to trades.csv
// in this folder.
//@version=6
strategy("VCP probe 01 - pivot strength 5", shorttitle="VCP_p01",
     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 (mirror VCP's defaults) --------------------------------
int i_pivot = input.int(5, "Pivot Strength", minval=2, maxval=20)

// ---- pivot detection — IDENTICAL signature to VCP ------------------
float pivotHigh = ta.pivothigh(high, i_pivot, i_pivot)
float pivotLow  = ta.pivotlow(low,   i_pivot, i_pivot)

// Confirmation events: na/non-na rising edges. ta.pivothigh returns
// the pivot price ``i_pivot`` bars AFTER the actual swing bar (i.e.
// once enough right-bars exist). VCP keys structureDirection off
// exactly these events.
bool pivotHighConfirmed = not na(pivotHigh)
bool pivotLowConfirmed  = not na(pivotLow)

// ---- trivial entry / exit ------------------------------------------
if pivotLowConfirmed and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="pivot low entry")

if pivotHighConfirmed and strategy.position_size > 0
    strategy.close("L", comment="pivot high exit")