Forven S01512 - Monday Drift

// ============================================================================
// Monday Drift — TradingView clone of Forven S01512
// ============================================================================
// Purpose: cross-validate a pure calendar strategy against TradingView, and
// give you a visual of WHEN it trades (once a week, 24-hour hold).
//
// Forven side
//   strategy_id : S01512  (monday_drift)
//   dataset     : BTC/USDT-1h  (binance)
//   window      : 2023-12-31 00:00 UTC  →  2026-04-19 23:00 UTC  (~2y 3m)
//   leverage    : 1x
//   fee model   : ~11 bps round-trip (5.5 bps per side)
//   entry       : Monday  00:00 UTC  (open a long)
//   exit        : Tuesday 00:00 UTC  (close the long — 24 bars held)
//
// Expected Forven numbers (BTC, long-only, single-side, ~2y 3m window)
//                   trades   win_rate    CAGR    sharpe   max_dd   profit_factor
//   Full run         118      0.542    +94.45%   1.41     44.33%      1.70
//   OOS segment       —        —       +58.39%   1.24       —           —
//
// Sanity-check 1-year slice (2025-04-20 → 2026-04-19, same Pine via input change)
//                   trades   win_rate    return    profit_factor
//   TradingView       53      0.491     +18.77%       1.60
//   Forven            50      0.460     +14.50%        —
//
// Robustness
//   OOS Sharpe 1.24 on a 70/30 split over ~118 trades is not a lucky streak.
//   The effect held across BTC and SOL. Still deploy with a WR kill-switch
//   (< 55% over 5 live trades).
//
// Math note
//   Pine's dayofweek constants are 1=Sunday, 2=Monday, 3=Tuesday, ...
//   pandas weekday is 0=Monday, so Forven entry `weekday==0` ≡ Pine
//   `dayofweek == dayofweek.monday` (both with `hour == 0`).
// ============================================================================

//@version=6
strategy(
     title              = "Forven S01512 — Monday Drift",
     shorttitle         = "S01512",
     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 ----------------------------------------------------------------
entry_dow  = input.int(2, "Entry day of week  (1=Sun..7=Sat)", minval = 1, maxval = 7, group = "Schedule")
entry_hour = input.int(0, "Entry hour (UTC, 0–23)",            minval = 0, maxval = 23, group = "Schedule")
exit_dow   = input.int(3, "Exit day of week   (1=Sun..7=Sat)", minval = 1, maxval = 7, group = "Schedule")
exit_hour  = input.int(0, "Exit hour (UTC, 0–23)",             minval = 0, maxval = 23, group = "Schedule")

use_window = input.bool(true, "Restrict to Forven window", group = "Date range")
// Hardcoded epoch ms:
//   1703980800000 = 2023-12-31 00:00:00 UTC
//   1776675600000 = 2026-04-19 23:00:00 UTC
start_ts   = input.time(1703980800000, "Window start (UTC)", group = "Date range")
end_ts     = input.time(1776675600000, "Window end (UTC)",   group = "Date range")

// ---- Time gate -------------------------------------------------------------
// Chart timezone for dayofweek/hour is UTC to match Forven's pd.to_datetime(utc=True).
dow  = dayofweek(time, "UTC")
hr   = hour(time, "UTC")
in_window = not use_window or (time >= start_ts and time <= end_ts)

// ---- Signals ---------------------------------------------------------------
is_entry_bar = (dow == entry_dow) and (hr == entry_hour)
is_exit_bar  = (dow == exit_dow)  and (hr == exit_hour)

if in_window and is_entry_bar
    strategy.entry("MondayLong", strategy.long)

if is_exit_bar
    strategy.close("MondayLong")

// Force-flat at window end so totals line up with Forven.
if use_window and (time > end_ts)
    strategy.close_all()

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

plotshape(is_exit_bar, title = "Tuesday exit",
     style = shape.triangledown, location = location.abovebar,
     color = color.new(color.red, 0),   size = size.small)

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

// Subtle band highlighting "in a Monday trade" bars.
in_trade = strategy.position_size > 0
bgcolor(in_trade and in_window ? color.new(color.green, 90) : na, title = "In-trade shading")