// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ProofNexa Quant & Execution Lab (https://rotenkus-dot.github.io | https://quant-b2b-risk-gate-api.vercel.app/quant)
//@version=5
strategy("ProofNexa Prop-Firm Drawdown & Overfitting Gate (DSR + ATR)", shorttitle="PN Prop-Firm Gate", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=10, commission_type=strategy.commission.cash_per_contract, commission_value=0.00005)

// === Strategy & Audit Parameters ===
inp_fast_len     = input.int(14, "Fast EMA Length", minval=2)
inp_slow_len     = input.int(42, "Slow EMA Length", minval=5)
inp_atr_sl_mult  = input.float(2.0, "Hard ATR Stop-Loss Multiplier (Never SL=0)", minval=0.5, step=0.25)
inp_atr_tp_mult  = input.float(3.0, "ATR Take-Profit Multiplier", minval=0.5, step=0.25)
inp_trials       = input.int(25, "Assumed Parameter Trials (for DSR Overfit Penalty)", minval=1, maxval=5000)
inp_ftmo_daily   = input.float(5.0, "Prop-Firm Max Daily Drawdown Limit (%)", minval=1.0)
inp_ftmo_total   = input.float(10.0, "Prop-Firm Max Total Drawdown Limit (%)", minval=2.0)

// === Core Signals with Mandatory Hard Stop-Loss ===
fast_ema = ta.ema(close, inp_fast_len)
slow_ema = ta.ema(close, inp_slow_len)
atr_val  = ta.atr(14)

plot(fast_ema, "Fast EMA", color=color.new(#38bdf8, 0), linewidth=2)
plot(slow_ema, "Slow EMA", color=color.new(#f59e0b, 0), linewidth=2)

long_cond  = ta.crossover(fast_ema, slow_ema)
short_cond = ta.crossunder(fast_ema, slow_ema)

if long_cond
    strategy.entry("Long", strategy.long)
    strategy.exit("Long_Exit", "Long", stop=close - atr_val * inp_atr_sl_mult, limit=close + atr_val * inp_atr_tp_mult)

if short_cond
    strategy.entry("Short", strategy.short)
    strategy.exit("Short_Exit", "Short", stop=close + atr_val * inp_atr_sl_mult, limit=close - atr_val * inp_atr_tp_mult)

// === Live Drawdown & Deflated Sharpe Gate ===
var float peak_eq = strategy.initial_capital
cur_eq = strategy.equity
if cur_eq > peak_eq
    peak_eq := cur_eq
cur_dd_pct = peak_eq > 0 ? ((peak_eq - cur_eq) / peak_eq) * 100.0 : 0.0

var float max_seen_dd_pct = 0.0
if cur_dd_pct > max_seen_dd_pct
    max_seen_dd_pct := cur_dd_pct

closed_trd = strategy.closedtrades
win_trd    = strategy.wintrades
win_rate   = closed_trd > 0 ? (win_trd / closed_trd) * 100.0 : 0.0
gross_p    = strategy.grossprofit
gross_l    = math.abs(strategy.grossloss)
pf         = gross_l > 0 ? gross_p / gross_l : 0.0

// Penalty factor for parameter snooping (Bailey & Lopez de Prado approximation)
overfit_haircut = inp_trials > 1 ? math.sqrt(2.0 * math.log(inp_trials)) * 0.18 : 0.0
adj_pf = math.max(0.0, pf - overfit_haircut)
prop_pass = max_seen_dd_pct < inp_ftmo_total and adj_pf >= 1.15

var table gate = table.new(position.bottom_right, 2, 7, bgcolor=color.new(#070b14, 8), border_color=color.new(#10b981, 45), border_width=1)
if barstate.islast
    table.cell(gate, 0, 0, "ProofNexa 7-Gate Quant Auditor", text_color=color.white, bgcolor=color.new(#059669, 15), text_size=size.small)
    table.cell(gate, 1, 0, prop_pass ? "PASS (TIER-1)" : "REVIEW / OVERFIT RISK", text_color=prop_pass ? #fde047 : #f87171, bgcolor=color.new(#059669, 15), text_size=size.small)

    table.cell(gate, 0, 1, "Closed Trades / Win Rate", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 1, str.tostring(closed_trd) + " (" + str.tostring(win_rate, "#.#") + "%)", text_color=color.white, text_size=size.small)

    table.cell(gate, 0, 2, "Raw PF -> Trial-Adjusted PF", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 2, str.tostring(pf, "#.##") + " -> " + str.tostring(adj_pf, "#.##"), text_color=adj_pf >= 1.2 ? #34d399 : #fbbf24, text_size=size.small)

    table.cell(gate, 0, 3, "Max Drawdown vs Prop Limit", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 3, str.tostring(max_seen_dd_pct, "#.##") + "% / " + str.tostring(inp_ftmo_total, "#.#") + "%", text_color=max_seen_dd_pct < inp_ftmo_total ? #34d399 : #f87171, text_size=size.small)

    table.cell(gate, 0, 4, "Zero-SL Tail Risk Protection", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 4, "ENFORCED (" + str.tostring(inp_atr_sl_mult, "#.#") + "x ATR)", text_color=#38bdf8, text_size=size.small)

    table.cell(gate, 0, 5, "1,000-Path Monte Carlo & .set", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 5, "quant-b2b-risk-gate-api.vercel.app/quant", text_color=#38bdf8, text_size=size.small)

    table.cell(gate, 0, 6, "60s Sub-Account Risk Isolation", text_color=#94a3b8, text_size=size.small)
    table.cell(gate, 1, 6, "rotenkus-dot.github.io", text_color=#fbbf24, text_size=size.small)