VCP probe 02 fvg zones

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// VCP probe 02 — Fair Value Gap detection + active-zone iteration
//
// Purpose: isolate the FVG half of the VCP integration probe family. That
// family defines an FVG as a 3-bar imbalance gated by an ATR-fraction
// minimum size, then keeps every active gap in a parallel
// ``array<float>`` / ``array<bool>`` triple (tops / bottoms / bullish
// flag) capped at 30. On every bar it iterates ALL active zones to
// compute ``inBullFVG`` / ``inBearFVG`` for the current candle. That zone
// iteration is what gates VCP's structure-confluence bonus (``+1`` to
// structScore when in zone + matching structureDirection).
//
// This probe replicates the FVG state machine VERBATIM — same gap
// conditions, same ATR multiplier (0.3), same array<float> retention,
// same per-bar containment loop — and routes a trivial entry/exit
// through it. Any TV/engine drift here is attributable to FVG state
// management (push/shift cap, per-bar containment loop, atr-mult
// minimum size) and NOT to the rest of VCP's stack.
//
// Trade shape: long-only, pyramiding=1. Enter long when the current
// bar's HL range overlaps an active BULL FVG (i.e. ``inBullFVG``
// becomes true while flat). Close the long when an active BEAR FVG
// is touched.
//
// 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 02 - fvg zones", shorttitle="VCP_p02",
     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,
     max_boxes_count=300)

// ---- ATR (literal length 14, matching VCP line 187) ----------------
float atrVal = ta.atr(14)

// ---- FVG detection — IDENTICAL conditions to VCP -------------------
bool bullFVG = low > high[2] and close[1] > open[1]
bool bearFVG = high < low[2] and close[1] < open[1]

float minFVGSize = atrVal * 0.3

// ---- FVG storage (mirror of VCP's parallel arrays) -----------------
var array<float> fvgTops    = array.new<float>()
var array<float> fvgBottoms = array.new<float>()
var array<bool>  fvgBullish = array.new<bool>()

float fvgTop    = na
float fvgBottom = na

if bullFVG and (low - high[2]) >= minFVGSize
    fvgTop    := low
    fvgBottom := high[2]
    array.push(fvgTops, fvgTop)
    array.push(fvgBottoms, fvgBottom)
    array.push(fvgBullish, true)

if bearFVG and (low[2] - high) >= minFVGSize
    fvgTop    := low[2]
    fvgBottom := high
    array.push(fvgTops, fvgTop)
    array.push(fvgBottoms, fvgBottom)
    array.push(fvgBullish, false)

while array.size(fvgTops) > 30
    array.shift(fvgTops)
    array.shift(fvgBottoms)
    array.shift(fvgBullish)

// ---- per-bar containment loop — IDENTICAL pattern to VCP -----------
bool inBullFVG = false
bool inBearFVG = false

if array.size(fvgTops) > 0
    for i = 0 to array.size(fvgTops) - 1
        float fTop    = array.get(fvgTops, i)
        float fBottom = array.get(fvgBottoms, i)
        bool  isBull  = array.get(fvgBullish, i)

        if low <= fTop and high >= fBottom
            if isBull
                inBullFVG := true
            else
                inBearFVG := true

// ---- trivial entry / exit ------------------------------------------
if inBullFVG and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="bull-fvg touch")

if inBearFVG and strategy.position_size > 0
    strategy.close("L", comment="bear-fvg touch exit")