Trading Inside Gap - 15 min chart

This code is for educational purposes.
Following are the major takeaways from this code

1. Identify the first bar of the series.
2. Using security function to obtain data from a higher Time frame
3. Use of function strategy.risk.max_intraday_filled_orders
4. closing trade at the end of the session

The code is in raw form and can be refined/modified to improve results