SMC Session Context

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © preuss_steffen

//@version=6

// Product role: companion_operator_only. Pro-only confirmed session context.
//
// Session membership is evaluated in each market's IANA timezone. TradingView
// therefore applies US and European daylight-saving transitions independently.

indicator("SMC Session Context", overlay = false, max_labels_count = 20)

const int SESSION_OUTSIDE = 0
const int SESSION_ASIA = 1
const int SESSION_LONDON = 2
const int SESSION_NY_AM = 3
const int SESSION_NY_PM = 4

const string TZ_NEW_YORK = "America/New_York"
const string TZ_LONDON = "Europe/London"
const string TZ_TOKYO = "Asia/Tokyo"

string GROUP_VIEW = "Session Context"
bool show_session_table = input.bool(true, "Show session status", group = GROUP_VIEW)
bool show_killzone_bg = input.bool(true, "Show active-session background", group = GROUP_VIEW)
bool show_mss_markers = input.bool(true, "Show confirmed MSS markers", group = GROUP_VIEW)
bool show_context_score = input.bool(true, "Show context score", group = GROUP_VIEW)
int opening_minutes = input.int(30, "Opening-range minutes", minval = 15, maxval = 60, step = 15, group = GROUP_VIEW)

_in_session(string session_spec, string timezone) =>
    not na(time(timeframe.period, session_spec, timezone))

_session_code() =>
    bool ny_am = _in_session("0930-1200:23456", TZ_NEW_YORK)
    bool ny_pm = _in_session("1300-1600:23456", TZ_NEW_YORK)
    bool london = _in_session("0800-1200:23456", TZ_LONDON)
    bool asia = _in_session("0000-0900:23456", TZ_TOKYO)
    ny_am ? SESSION_NY_AM : ny_pm ? SESSION_NY_PM : london ? SESSION_LONDON : asia ? SESSION_ASIA : SESSION_OUTSIDE

_session_label(int code) =>
    code == SESSION_ASIA ? "Asia" : code == SESSION_LONDON ? "London" : code == SESSION_NY_AM ? "NY AM" : code == SESSION_NY_PM ? "NY PM" : "Outside"

int detected_session = _session_code()

var int active_session = SESSION_OUTSIDE
var int session_start = na
var int source_close = na
var float session_high = na
var float session_low = na
var float previous_session_high = na
var float previous_session_low = na
var float cumulative_volume = 0.0
var float cumulative_price_volume = 0.0
var float opening_high = na
var float opening_low = na
var bool opening_active = false
var bool session_mss_bull = false
var bool session_mss_bear = false
var int direction_bias = 0
var int context_score = 0

bool session_changed = detected_session != active_session

if barstate.isconfirmed
    session_mss_bull := false
    session_mss_bear := false
    if session_changed
        if active_session != SESSION_OUTSIDE
            previous_session_high := session_high
            previous_session_low := session_low
        active_session := detected_session
        session_start := detected_session == SESSION_OUTSIDE ? na : time
        session_high := detected_session == SESSION_OUTSIDE ? na : high
        session_low := detected_session == SESSION_OUTSIDE ? na : low
        cumulative_volume := detected_session == SESSION_OUTSIDE ? 0.0 : volume
        cumulative_price_volume := detected_session == SESSION_OUTSIDE ? 0.0 : hlc3 * volume
        opening_high := detected_session == SESSION_OUTSIDE ? na : high
        opening_low := detected_session == SESSION_OUTSIDE ? na : low
    else if active_session != SESSION_OUTSIDE
        session_high := math.max(nz(session_high, high), high)
        session_low := math.min(nz(session_low, low), low)
        cumulative_volume += volume
        cumulative_price_volume += hlc3 * volume

    opening_active := active_session != SESSION_OUTSIDE and time - nz(session_start, time) < opening_minutes * 60000
    if active_session != SESSION_OUTSIDE and opening_active
        opening_high := math.max(nz(opening_high, high), high)
        opening_low := math.min(nz(opening_low, low), low)

    session_mss_bull := active_session != SESSION_OUTSIDE and not na(previous_session_high) and close > previous_session_high and close[1] <= previous_session_high
    session_mss_bear := active_session != SESSION_OUTSIDE and not na(previous_session_low) and close < previous_session_low and close[1] >= previous_session_low

    float session_vwap = cumulative_volume > 0 ? cumulative_price_volume / cumulative_volume : na
    direction_bias := active_session == SESSION_OUTSIDE or na(session_vwap) ? 0 : close > session_vwap and close > open ? 1 : close < session_vwap and close < open ? -1 : 0
    context_score := active_session == SESSION_OUTSIDE ? 0 : direction_bias * 2 + (session_mss_bull ? 2 : 0) - (session_mss_bear ? 2 : 0) + (opening_active ? 1 : 0)
    source_close := time_close

bool in_killzone = active_session != SESSION_OUTSIDE
float confirmed_session_vwap = cumulative_volume > 0 ? cumulative_price_volume / cumulative_volume : na
color score_color = context_score > 0 ? color.new(color.green, 20) : context_score < 0 ? color.new(color.red, 20) : color.new(color.gray, 55)

plot(show_context_score ? context_score : na, "Session Context Score", score_color, 2, plot.style_columns)
hline(0, "Neutral", color.new(color.gray, 70), hline.style_dotted)
bgcolor(show_killzone_bg and in_killzone ? color.new(score_color, 88) : na, title = "Confirmed session")
plotshape(show_mss_markers and session_mss_bull, "Session MSS Bull", shape.triangleup, location.bottom, color.new(color.green, 10), size = size.tiny)
plotshape(show_mss_markers and session_mss_bear, "Session MSS Bear", shape.triangledown, location.top, color.new(color.red, 10), size = size.tiny)

plot(active_session, "Session Code", display = display.data_window)
plot(source_close, "Session Source Close", display = display.data_window)
plot(session_start, "Session Start", display = display.data_window)
plot(session_high, "Session High", display = display.data_window)
plot(session_low, "Session Low", display = display.data_window)
plot(opening_high, "Opening Range High", display = display.data_window)
plot(opening_low, "Opening Range Low", display = display.data_window)
plot(confirmed_session_vwap, "Session VWAP", display = display.data_window)
plot(cumulative_volume, "Session Cumulative Volume", display = display.data_window)
plot(direction_bias, "Session Direction Bias", display = display.data_window)
plot(session_mss_bull ? 1 : 0, "Session MSS Bull Confirmed", display = display.data_window)
plot(session_mss_bear ? 1 : 0, "Session MSS Bear Confirmed", display = display.data_window)

string direction_label = direction_bias > 0 ? "Bullish" : direction_bias < 0 ? "Bearish" : "Neutral"
string freshness_label = barstate.isconfirmed ? "confirmed" : "waiting for close"

var table status = table.new(position.top_right, 2, 5, border_width = 1)
if barstate.islast and show_session_table
    table.cell(status, 0, 0, "Session", bgcolor = color.new(color.gray, 75))
    table.cell(status, 1, 0, _session_label(active_session), bgcolor = color.new(score_color, 75))
    table.cell(status, 0, 1, "State")
    table.cell(status, 1, 1, freshness_label)
    table.cell(status, 0, 2, "Bias")
    table.cell(status, 1, 2, direction_label, text_color = score_color)
    table.cell(status, 0, 3, "Score")
    table.cell(status, 1, 3, str.tostring(context_score))
    table.cell(status, 0, 4, "Timezone")
    table.cell(status, 1, 4, active_session == SESSION_LONDON ? TZ_LONDON : active_session == SESSION_ASIA ? TZ_TOKYO : active_session == SESSION_OUTSIDE ? "—" : TZ_NEW_YORK)