There isn't anything out of box to do this, you would have to track the drawing tags you would want to remove on your own.
You could consider tracking the drawing object tags you add in your script inside a List<string>, and then on a new session, you can loop through the list and call RemoveDrawObject for each string in the list, and this will remove all the drawing objects in the list. (The list should then be cleared after the drawing objects have been removed.
Taking this a step further, you could consider having multiple lists, I.E. 10 lists, and then in OnBarUpdate on Bars.IsFirstBarOfSession, you can update a variable which will represent which list you need to clear. (Then loop through that list and call RemoveDrawObject for each string in that specific list.)

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