MTF Strategy Design in Pine Script: security(), Timeframes, and Signal Sync

• Use request.security() with barmerge.lookahead_off to avoid future leaks.
• Confirm HTF bars with barstate.isconfirmed before acting on derived signals.
• Align bar opens with timeframe.change() and manage edge cases around session transitions.

//@version=6
strategy("MTF Trend Gate", overlay=true)

htf = input.timeframe("240", "HTF")
emaLen = input.int(100, "HTF EMA")
emaHTF = request.security(syminfo.tickerid, htf, ta.ema(close, emaLen), barmerge.gaps_off, barmerge.lookahead_off)

confirmed = barstate.isconfirmed
trendUp = confirmed and close > emaHTF
trendDn = confirmed and close < emaHTF

entry = ta.crossover(ta.ema(close, 20), ta.ema(close, 50))

if entry and trendUp
    strategy.entry("L", strategy.long)
if entry and trendDn
    strategy.entry("S", strategy.short)

• On intraday charts, HTF values evolve intra-bar; act only on confirmed signals when appropriate.
• Use timeframe.multiplier to reason about alignment (e.g., 15→60 = 4 bars).

• Assets with fragmented sessions (FX/crypto vs equities) change how HTF bars confirm; test both.
• Use session.* inputs or explicit time windows to avoid crossing illiquid gaps.
• Consider HTF volatility regimes to adapt position sizing across the day/week.

• Plot the HTF series on the LTF chart to verify alignment and confirmation behavior.
• Log key states using labels or plotchar() to spot off-by-one and na initializations.
• Stress-test around session opens/closes and DST changes where timestamps jump.

PineScripter.app is tuned for v6 and generates MTF-safe patterns with clear confirmation gates. Builders likePineify andPine Script Wizard can be helpful for quick drafts—just review MTF logic carefully for repaint.