Forven S01508 — Simple EMA20/50 Cross

// ============================================================================
// Simple EMA(20)/EMA(50) Cross — TradingView clone of Forven S01508
// ============================================================================
// Purpose: cross-validate Forven backtest math against TradingView.
//
// Forven side
//   strategy_id : S01508  (simple_ema_cross_demo)
//   dataset     : BTC/USDT-1h  (binance)
//   window      : 2025-04-19 17:00 UTC  →  2026-04-19 16:00 UTC  (8760 bars)
//   leverage    : 1x
//   fee model   : ~11 bps round-trip (5.5 bps per side) inferred from trades
//   entry       : ta.crossover(ema_fast, ema_slow)   on bar close
//   exit        : ta.crossunder(ema_fast, ema_slow)  on bar close
//
// How to use
//   1. Open BINANCE:BTCUSDT on the 1H chart in TradingView.
//   2. Paste this script into the Pine Editor and Add to Chart.
//   3. Open the Strategy Tester panel. The script auto-restricts trades to
//      the Forven window, so TradingView's totals should line up with
//      Forven's combined (IS + OOS) figures below.
//
// Expected Forven numbers (leverage=1x, long-only, single-side)
//                        trades   win_rate   return_pct   profit_factor   max_dd
//   In-sample (8.4m)       59       0.237      -0.188         0.686       0.268
//   Out-of-sample (3.6m)   21       0.333      +0.012         1.087       0.139
//   Combined (~1y)         80         —            —          0.793         —
//
// Math note
//   pandas  close.ewm(span=L, adjust=False).mean()
//   Pine    ta.ema(close, L)
//   are mathematically identical: EMA_t = α·src + (1−α)·EMA_{t−1},  α = 2/(L+1),
//   with EMA seeded from the first observation. Expect a handful of trades
//   of difference across the full year strictly from warmup/boundary effects.
// ============================================================================

//@version=6
strategy(
     title              = "Forven S01508 — Simple EMA20/50 Cross",
     shorttitle         = "S01508",
     overlay            = true,
     pyramiding         = 0,
     initial_capital    = 10000,
     default_qty_type   = strategy.percent_of_equity,
     default_qty_value  = 100,
     commission_type    = strategy.commission.percent,
     commission_value   = 0.055,
     slippage           = 0,
     calc_on_every_tick = false,
     process_orders_on_close = true)

// ---- Inputs ----------------------------------------------------------------
ema_fast_len = input.int(20, "EMA fast length",  minval = 2, group = "Signal")
ema_slow_len = input.int(50, "EMA slow length",  minval = 3, group = "Signal")

use_window   = input.bool(true,  "Restrict to Forven window",  group = "Date range")
// Hardcoded epoch ms (const int — Pine v6 requires this for input.time defval):
//   1745082000000 = 2025-04-19 17:00:00 UTC
//   1776614400000 = 2026-04-19 16:00:00 UTC
start_ts     = input.time(1745082000000, "Window start (UTC)", group = "Date range")
end_ts       = input.time(1776614400000, "Window end (UTC)",   group = "Date range")

// ---- Indicators ------------------------------------------------------------
ema_fast = ta.ema(close, ema_fast_len)
ema_slow = ta.ema(close, ema_slow_len)

plot(ema_fast, "EMA fast", color = color.new(color.orange, 0))
plot(ema_slow, "EMA slow", color = color.new(color.blue,   0))

// ---- Window gate -----------------------------------------------------------
in_window = not use_window or (time >= start_ts and time <= end_ts)

// ---- Signals ---------------------------------------------------------------
cross_up   = ta.crossover(ema_fast,  ema_slow)
cross_down = ta.crossunder(ema_fast, ema_slow)

if in_window and cross_up
    strategy.entry("Long", strategy.long)

if cross_down
    strategy.close("Long")

// Force-flat at window end so totals are directly comparable to Forven.
if use_window and (time > end_ts)
    strategy.close_all()

// ---- Visuals ---------------------------------------------------------------
plotshape(cross_up   and in_window, title = "Long entry",
     style = shape.triangleup,   location = location.belowbar,
     color = color.new(color.green, 0), size = size.tiny)

plotshape(cross_down, title = "Long exit",
     style = shape.triangledown, location = location.abovebar,
     color = color.new(color.red, 0),   size = size.tiny)

bgcolor(in_window ? color.new(color.blue, 92) : na, title = "In-window shading")