VCP Probe 07 - Session NY

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// VCP probe 07 — session/timezone gate (America/New_York 0800-1600)
//
// Purpose: isolate the session-filter half of the VCP integration probe
// family. That family gates
// every entry on ``inActiveSession = not na(time(timeframe.period,
// "0800-1600", "America/New_York"))``. That single ``time()`` call
// folds two independent sources of TV/engine drift into one boolean:
//   (1) the session-string parser ("0800-1600" must include 16:00:00
//       UTC of America/New_York for the right window of bars);
//   (2) the timezone resolver — DST transitions mean the wall-clock
//       08:00 maps to UTC 12:00 (EST) or 13:00 (EDT) depending on
//       the date, so any engine that hardcodes a single offset will
//       drift on the daylight-saving boundaries inside the OHLCV
//       window.
//
// This probe routes a trivial entry/exit through ONLY the session
// gate. Any TV/engine drift here is attributable to the
// ``time(timeframe.period, "0800-1600", "America/New_York")`` call
// (session-string parsing + DST-aware timezone offset), NOT to other
// VCP filters.
//
// Trade shape: long-only, pyramiding=1. Enter long on the rising edge
// of the NY session (``inSession`` true this bar, false last bar).
// Close the long on the falling edge (session ends at NY 16:00).
//
// TV setup: 15m chart, ETH-USDT-USDT, same window as
// data/ohlcv_ETH-USDT-USDT_15m.csv. Export the trade list to trades.csv
// in this folder.
//@version=6
strategy("VCP probe 07 - session ny", shorttitle="VCP_p07",
     overlay=true, initial_capital=1000000,
     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)

// ---- inputs (mirror VCP defaults) ----------------------------------
string i_session = input.session("0800-1600", "Active Trading Session")
string i_tz      = input.string("America/New_York", "Timezone",
     options=["America/New_York", "Europe/London", "Asia/Tokyo", "UTC"])

// ---- session gate — IDENTICAL call to VCP line 413 ----------------
bool inSession = not na(time(timeframe.period, i_session, i_tz))

bool sessionStart = inSession and not inSession[1]
bool sessionEnd   = not inSession and inSession[1]

// ---- trivial entry / exit ------------------------------------------
if sessionStart and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="ny session open")

if sessionEnd and strategy.position_size > 0
    strategy.close("L", comment="ny session close exit")