1D Bullish Buy 4H Bearish Sell Session

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © smrti

//@version=5
//initial capital 10000USDT
strategy("1d_bullish_buy_4h_bearish_sell_session", overlay=true, calc_on_every_tick=true,
 default_qty_type=strategy.percent_of_equity, default_qty_value = 100,
 initial_capital = 10000, currency = currency.USDT, process_orders_on_close=true,
 use_bar_magnifier = true, precision=7)

// timewindow
start = timestamp(2019, 1, 1, 00, 00)            // backtest start  window
end = timestamp(2022, 9, 8, 00, 00)              // backtest end  window
// start1 = timestamp(2020, 3, 11, 00, 00)            // backtest start  window
// end1 = timestamp(2020, 3, 13, 00, 00)              // backtest end  window
window = time >= start and time <=end

// indicators

ma90 = ta.sma(close, 90)
ma90_1d = request.security(syminfo.tickerid, '1D', ma90)
ma90_4h = request.security(syminfo.tickerid, '240', ma90)
vwap = ta.vwap(hlc3, timeframe.change('1D')) // session vwap

plot(ma90_1d, color=color.new(color.green, 20))
plot(vwap, color=color.new(color.blue, 20))
plot(ma90_4h, color=color.new(color.yellow, 20))

// conditional indicators
bull_1d = ta.crossover(vwap, ma90_1d)
bear_1d = ta.crossunder(vwap, ma90_1d)
bull_4h = ta.crossover(vwap, ma90_4h)
bear_4h = ta.crossunder(vwap, ma90_4h)

// func close_all()
close_all() =>
    if strategy.position_size > 0
        strategy.close("long", qty_percent = 100)
    if strategy.position_size < 0
        strategy.close("short", qty_percent = 100)

// func long()
long() =>
    close_all()
    strategy.entry("long", strategy.long)

// func short()
short() =>
    close_all()
    strategy.entry("short",  strategy.short)

// in 1d bull zone
if vwap >= ma90_1d and bull_4h and window
    long()
if vwap >= ma90_1d and bear_4h
    close_all()

// in 1d bear zone
if vwap <= ma90_1d and bear_4h and window
    short()
if vwap <= ma90_1d and bull_4h
    close_all()

// 1d bull
if bull_1d and window
    long()

// 1d bear
if bear_1d and window
    short()