Symbol Equity RTH + Overnight Gaps AAPL

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// Isolates: US-equity regular-trading-hours (RTH) session gating combined with
// overnight gap handling on a 5m intraday feed. Plain RSI(14) oversold/overbought
// crosses (30/70) drive entries, but every order is gated by session.ismarket so
// only bars inside NYSE/NASDAQ regular hours (09:30–16:00 ET) can trade. This
// exercises the exchange-tz (America/New_York) vs chart-tz day boundary, the RTH
// session filter, and how the engine treats the overnight gap between the prior
// 16:00 close and the next 09:30 open (RSI series continuity across the gap).

//@version=6
strategy("Symbol equity RTH + overnight gaps AAPL", overlay=true,
     initial_capital=1000000, currency=currency.USD,
     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)

// RSI(14) on close — series spans the overnight gap continuously (no per-day
// reset), so the cross can latch on the first RTH bar after the gap.
rsiVal = ta.rsi(close, 14)

// Only act on bars inside regular trading hours. session.ismarket is backed by
// syminfo.session, injected by the harness via runtime_overrides.session =
// "0930-1600" with timezone America/New_York.
inRth = session.ismarket

// Oversold cross up 30 → long; overbought cross down 70 → flat. Gated by RTH.
if inRth and ta.crossover(rsiVal, 30)
    strategy.entry("Long", strategy.long)

if inRth and ta.crossunder(rsiVal, 70)
    strategy.close("Long")