PF IES probe 02 - three-ema bias

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// IES probe 02 — 21/55/200 EMA stack + composite bias score
//
// Purpose: isolate the IES integration probe family's "bias_score" layer.
// That family stacks three EMAs
// (21/55/200) and synthesises a 0-to-100-ish bias score from four binary
// gates:
//
//   ma_bullish            = ma_fast > ma_slow and ma_slow > ma_trend  (+30)
//   price_above_structure = close > ma_fast and close > ma_slow       (+20)
//   close_above_trend     = close > ma_trend                          (+20)
//   plus_di > minus_di                                                (+30)
//
// `bullish_bias = bias_score >= 30` is then a major contributor to bull_total
// (3 of the 14 max points). This probe drops the DI half (covered by
// ies-probe-01) and tests ONLY the EMA-stack arithmetic plus the bool [1]
// history reference used to find rising-edges of `bullish_bias`. The 200-EMA
// is the longest TA chain in IES; its early-bar warmup behaviour and
// 21/55/200 ordering are the most likely numerical edges in this layer.
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export "List of trades" → trades.csv.
//@version=6
strategy("PF IES probe 02 - three-ema bias", shorttitle="IES_p02_BIAS", 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 (mirrored from IES) ------------------------------------
int   i_ma_fast      = input.int(21,   "Fast MA",        minval=5,  maxval=50)
int   i_ma_slow      = input.int(55,   "Slow MA",        minval=20, maxval=200)
int   i_ma_trend     = input.int(200,  "Trend MA",       minval=50, maxval=500)
float i_bias_thresh  = input.float(30, "Bias Threshold", minval=10, maxval=60)

// ---- the three EMAs IES stacks -------------------------------------
float ma_fast  = ta.ema(close, i_ma_fast)
float ma_slow  = ta.ema(close, i_ma_slow)
float ma_trend = ta.ema(close, i_ma_trend)

// ---- bias gates (DI half intentionally dropped — see ies-probe-01) -
bool ma_bullish            = ma_fast > ma_slow and ma_slow > ma_trend
bool ma_bearish            = ma_fast < ma_slow and ma_slow < ma_trend
bool price_above_structure = close > ma_fast and close > ma_slow
bool price_below_structure = close < ma_fast and close < ma_slow

// ---- composite scores (no DI; max is 70 instead of IES's 100) ------
float bias_score = 0.0
if ma_bullish
    bias_score += 30
if price_above_structure
    bias_score += 20
if close > ma_trend
    bias_score += 20

float bear_bias_score = 0.0
if ma_bearish
    bear_bias_score += 30
if price_below_structure
    bear_bias_score += 20
if close < ma_trend
    bear_bias_score += 20

bool bullish_bias = bias_score      >= i_bias_thresh
bool bearish_bias = bear_bias_score >= i_bias_thresh

// ---- entries on rising edge of bias (tests bool [1] history) -------
bool long_entry  = bullish_bias and not bullish_bias[1] and strategy.position_size <= 0
bool short_entry = bearish_bias and not bearish_bias[1] and strategy.position_size >= 0

if long_entry
    if strategy.position_size < 0
        strategy.close("S", comment="flip")
    strategy.entry("L", strategy.long, qty=1, comment="bias rising long")

if short_entry
    if strategy.position_size > 0
        strategy.close("L", comment="flip")
    strategy.entry("S", strategy.short, qty=1, comment="bias rising short")