PF IES probe 07 - cooldown + daily cap

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// IES probe 07 — `var int` cooldown counter + daily-trade-limit reset
//
// Purpose: isolate the IES integration probe family's two trade-frequency
// state machines. That family uses a `var int bars_since_trade = 999`
// counter that increments every bar and resets to 0 on entry, gated
// against `i_cooldown`. It also keeps a `var int daily_trades = 0` cap
// reset on every new day:
//
//   var int bars_since_trade = 999
//   bars_since_trade := bars_since_trade + 1
//
//   var int daily_trades = 0
//   bool new_day = ta.change(time("D")) != 0
//   if new_day
//       daily_trades := 0
//
// The cooldown read happens BEFORE the entry decision; the reset and
// `daily_trades += 1` happen on the same bar AFTER the entry fires.
// That ordering plus the `ta.change(time("D"))` boundary detection
// (which depends on how the engine groups 15m bars into UTC days vs
// how TV does) are the two numerical edges this probe pins down.
//
// Trade shape: long-only EMA crossover, gated by both counters. Exit
// on cross-under. The cooldown is set high enough (15 bars ≈ 3.75 h)
// to actively gate signals; the daily cap is set low enough (3) to
// truncate at least some signal-rich days. Either gate misbehaving
// will show up as extra/missing trades vs TV.
//
// 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 07 - cooldown + daily cap", shorttitle="IES_p07_COOL", 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 --------------------------------------------------------
int i_fast_ema   = input.int(9,  "Fast EMA",        minval=2, maxval=50)
int i_slow_ema   = input.int(21, "Slow EMA",        minval=3, maxval=100)
int i_cooldown   = input.int(15, "Cooldown bars",   minval=0, maxval=200)
int i_max_trades = input.int(3,  "Max trades / day",minval=1, maxval=50)

// ---- cooldown counter (IES exact pattern) --------------------------
var int bars_since_trade = 999
bars_since_trade := bars_since_trade + 1

// ---- daily trade cap with UTC-day boundary -------------------------
var int daily_trades = 0
bool new_day = ta.change(time("D")) != 0
if new_day
    daily_trades := 0

// ---- trivial entry signal (EMA crossover) --------------------------
float emaFast = ta.ema(close, i_fast_ema)
float emaSlow = ta.ema(close, i_slow_ema)

bool raw_long_signal = ta.crossover(emaFast, emaSlow) and strategy.position_size == 0
bool cooldown_ok     = bars_since_trade >= i_cooldown
bool daily_cap_ok    = daily_trades < i_max_trades

if raw_long_signal and cooldown_ok and daily_cap_ok
    strategy.entry("L", strategy.long, qty=1, comment="long w/ cooldown")
    bars_since_trade := 0
    daily_trades := daily_trades + 1

if ta.crossunder(emaFast, emaSlow) and strategy.position_size > 0
    strategy.close("L", comment="exit long")