Session Filter¶
Time · Session
Pre-baked session windows in UTC: Tokyo, London, New York, London/NY overlap, all-active. Equivalent to TimeOfDay with the standard hours for each session — saves looking them up.
Session Filter restricts your strategy to a specific trading session — Tokyo, London, New York, the London/NY overlap, or all active hours. Markets behave very differently by session: London and the London/NY overlap carry the most volatility and cleanest trends in forex, while the Asian session is often quieter and more range-bound. This block lets you trade only when the conditions your strategy was built for actually exist, with the standard session hours already baked in so you don't have to look them up.
How it works¶
The block emits true on bars whose UTC time falls inside the chosen Session: tokyo, london, new_york, london_ny_overlap, or all_active. It's exactly equivalent to a Time of Day window set to that session's standard hours — a convenience wrapper so you pick "London" instead of remembering 08:00–17:00 UTC. The Bars input aligns the signal to your timeframe (timestamps read as UTC). You then And the In session output with your entry logic.
When to use it¶
Use Session Filter whenever a strategy's edge is session-specific — which is most of them. A breakout system thrives in the volatile London/NY overlap and bleeds in the quiet Asian session; a mean-reversion system may prefer the calmer ranges. Gating entries to the right session is one of the simplest, highest-impact filters you can add. For a custom window that doesn't match a standard session (e.g. avoiding the first 30 minutes after the New York open), use Time of Day directly.
Example¶
London-only breakouts: wire Bars into Session Filter set to london, then And the In session output with your breakout trigger into a Buy Signal — so the system only fires during London hours. Backtest with and without the filter in the Tester to see the session edge.
Tips & gotchas¶
- Hours are pre-baked in UTC — no need to look up session times; just pick one.
- It's Time of Day with standard hours — for a custom window, use that block instead.
- And it with your entry — it gates, it doesn't trigger.
- The overlap is the prime window — London/NY overlap carries the most forex volatility.
Related blocks¶
Inputs¶
| Socket | Type | What to wire in |
|---|---|---|
| Bars | bars |
Bars to align the signal to (UTC). |
Outputs¶
| Output | Type | Plots as | Description |
|---|---|---|---|
| In session | signal |
Signal arrows | True on bars inside the chosen session. |
Parameters¶
| Parameter | Type | Default | What it does |
|---|---|---|---|
| Session | choice (tokyo, london, new_york, london_ny_overlap, all_active) |
london |
Reference auto-generated from the block catalog · category Time.