//@version=6
strategy("Session reclaim experiment", overlay = true,
  initial_capital = 10000, pyramiding = 0,
  default_qty_type = strategy.fixed,
  default_qty_value = 1,
  commission_type = strategy.commission.cash_per_order,
  commission_value = 1, slippage = 1,
  margin_long = 100, margin_short = 100)
hours = input.session("0930-1600", "Session")
zone = input.string("America/New_York", "IANA timezone")
cutHour = input.int(15, "Cutoff hour",
  minval = 0, maxval = 23)
cutMinute = input.int(45, "Cutoff minute", minval = 0,
  maxval = 59)
stopTicks = input.int(60, "Stop ticks", minval = 1)
targetTicks = input.int(60, "Target ticks", minval = 1)
if not timeframe.isintraday
    runtime.error("Use an intraday chart")
inside = not na(time(timeframe.period, hours, zone))
dayKey = year(time, zone) * 10000 +
  month(time, zone) * 100 + dayofmonth(time, zone)
newSession = inside and (not inside[1] or
  dayKey != dayKey[1])
var float weighted = 0
var float total = 0
var bool badVolume = false
if newSession
    weighted := 0
    total := 0
    badVolume := false
if inside
    badVolume := badVolume or na(volume)
    if not na(volume) and volume > 0
        weighted += hlc3 * volume
        total += volume
vwap = inside and total > 0 and not badVolume ?
  weighted / total : na
reclaim = ta.crossover(close, vwap)
minutes = hour(time_close, zone) * 60 +
  minute(time_close, zone)
cutoff = minutes >= cutHour * 60 + cutMinute
if barstate.isconfirmed
    if inside and not newSession and not cutoff and reclaim
        if strategy.position_size == 0
            strategy.entry("L", strategy.long)
            strategy.exit("X", "L", loss = stopTicks,
              profit = targetTicks)
    if cutoff or not inside
        strategy.close("L")
plot(vwap, "Session estimate", color.blue)