PF probe 4ema-rsi-probe-03-binary-bar-window

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// PF probe 4ema-rsi-probe-03-binary-bar-window — session window + N-bar expiry
// Clean-room: written from validation goal, not from source.
//
// Purpose: isolates a binary-options-style fixed-bar exit combined with an
// intraday session-window gate. The engine surfaces under test are
// `time(timeframe.period, sessionSpec)` for the entry-gating window and a
// `var int` bars-in-trade counter that forces an exit after N bars. This
// validates that the engine's session-time evaluation and per-bar trade-age
// counter both align with TradingView's broker emulator at the boundary
// bars (open of session, last bar of trade).
//
// Validation goal: bit-exact entries that occur ONLY inside the session
// window, and bit-exact forced exits exactly N bars after entry regardless
// of any other condition. Pass = identical trade list vs TradingView.
//
// TV setup: 15m chart, ETH-USDT-USDT (Binance USDT-M Perpetual). Full window
// matching corpus/data/ohlcv_ETH-USDT-USDT_15m.csv. Strategy properties:
// leave defaults from script header. Export "List of trades" → tv_trades.csv.
//@version=6
strategy("PF probe 4ema-rsi-probe-03-binary-bar-window", shorttitle="PF_4ema03_WIN",
     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_expiry_bars = input.int(8, "Forced exit after N bars", minval=1)
string i_session     = input.session("1000-2200", "Entry session (UTC)")

// ---- session gate (UTC reference; chart timezone overrides display) -
bool in_window = not na(time(timeframe.period, i_session, "UTC"))

// ---- trivial momentum trigger inside the window --------------------
float fast = ta.ema(close, 5)
float slow = ta.ema(close, 20)
bool  long_trigger  = ta.crossover(fast, slow)  and in_window
bool  short_trigger = ta.crossunder(fast, slow) and in_window

// ---- bars-in-trade counter ----------------------------------------
var int bars_in_trade = 0
if strategy.position_size != 0
    bars_in_trade += 1
else
    bars_in_trade := 0

bool expiry_due = strategy.position_size != 0 and bars_in_trade >= i_expiry_bars

// ---- order routing -------------------------------------------------
if long_trigger and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="window long")

if short_trigger and strategy.position_size == 0
    strategy.entry("S", strategy.short, qty=1, comment="window short")

if expiry_due
    strategy.close_all(comment="bar-window expiry")