Is this implementation accurate and does it achieve the goal.

//@version=6
indicator("London Session VWAP", overlay=true, timeframe="1") // timeframe="1" suggests it's best used on intraday charts

// Input parameters for London session definition
const string londonTimezone = "Europe/London" // Standard timezone for London, remains a const string
int londonSessionStartHour = input.int(8, "London Session Start Hour (24h)", minval=0, maxval=23)
int londonSessionStartMinute = input.int(0, "London Session Start Minute", minval=0, maxval=59)
int londonSessionEndHour = input.int(17, "London Session End Hour (24h)", minval=0, maxval=23)
int londonSessionEndMinute = input.int(0, "London Session End Minute", minval=0, maxval=59)

// --- THE ROBUST FIX FOR GETTING HOUR/MINUTE IN SPECIFIED TIMEZONE ---
// Get the current bar's UTC timestamp (using time_close for consistency with VWAP calculation)
// time_close (without arguments) returns the current bar's close timestamp in UTC.
int currentUtcTimestamp = time_close

// Extract hour and minute from the UTC timestamp, but converted to the London timezone.
// The hour() and minute() functions take a timestamp and a timezone string.
int currentHourLondon = hour(currentUtcTimestamp, londonTimezone)
int currentMinuteLondon = minute(currentUtcTimestamp, londonTimezone)

// Convert session start/end times and current time to minutes from midnight
// for easier comparison.
int sessionStartTimeInMinutes = londonSessionStartHour * 60 + londonSessionStartMinute
int sessionEndTimeInMinutes = londonSessionEndHour * 60 + londonSessionEndMinute
int currentTimeInMinutes = currentHourLondon * 60 + currentMinuteLondon

// Check if the current bar's time falls within the defined London session.
// This assumes a session that does NOT wrap around midnight (e.g., 08:00 - 17:00).
bool inLondonSession = currentTimeInMinutes >= sessionStartTimeInMinutes and currentTimeInMinutes < sessionEndTimeInMinutes

// Variables to store cumulative Price*Volume and cumulative Volume for the session
var float sessionCumPV = na // cumulative (price * volume)
var float sessionCumVol = na // cumulative volume
var float sessionVWAP = na // the calculated Session VWAP

// Calculate Price * Volume for the current bar (using typical HLC3 for price)
float currentPV = hlc3 * volume
float currentVol = volume

// Logic to manage session resets and accumulation
// 'inLondonSession[1]' (previous bar's value) works correctly now as 'inLondonSession' is a series bool.
bool isNewSession = not inLondonSession[1] and inLondonSession

if inLondonSession
    if isNewSession or na(sessionCumPV) // Reset if new session, or if variables are NA (e.g., first bar on chart)
        sessionCumPV := currentPV
        sessionCumVol := currentVol
    else
        // Accumulate PV and Volume if it's an ongoing session
        sessionCumPV := sessionCumPV + currentPV
        sessionCumVol := sessionCumVol + currentVol

    // Calculate VWAP for the current bar's session
    sessionVWAP := sessionCumPV / sessionCumVol
else
    // If outside the London session, reset the VWAP value to NA so it doesn't plot
    sessionVWAP := na

// Plot the calculated Session VWAP
plot(sessionVWAP, "London Session VWAP", color.new(color.blue, 0), linewidth=2)

// Optional: Add a fill for the session background to visualize the session hours
bgcolor(color=inLondonSession ? color.new(color.blue, 90) : na, title="London Session Background")