Session Time Filter Library

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//+------------------------------------------------------------------+ //| SessionTimeFilter.mqh | //+------------------------------------------------------------------+ #property description "Session Time Filter Library" #property description "Filter trades by trading sessions (London, NY, Tokyo, Sydney)" #property library //+------------------------------------------------------------------+ //| Session Definitions (Server Time) | //+------------------------------------------------------------------+ enum ENUM_SESSION SESSION_SYDNEY, // Sydney Session SESSION_TOKYO, // Tokyo Session SESSION_LONDON, // London Session SESSION_NEWYORK, // New York Session SESSION_LONDON_NY, // London-NY Overlap SESSION_CUSTOM // Custom Session //+------------------------------------------------------------------+ //| Session Time Structure | //+------------------------------------------------------------------+ struct SSessionTime int startHour; int startMinute; int endHour; int endMinute; string name; //+------------------------------------------------------------------+ //| CSessionFilter Class | //+------------------------------------------------------------------+ class CSessionFilter private: SSessionTime m_sessions[6]; int m_gmtOffset; bool m_initialized; //--- Initialize default session times (GMT) void InitSessions() // Sydney: 21:00 - 06:00 GMT m_sessions[SESSION_SYDNEY].startHour = 21; m_sessions[SESSION_SYDNEY].startMinute = 0; m_sessions[SESSION_SYDNEY].endHour = 6; m_sessions[SESSION_SYDNEY].endMinute = 0; m_sessions[SESSION_SYDNEY].name = "Sydney"; // Tokyo: 00:00 - 09:00 GMT m_sessions[SESSION_TOKYO].startHour = 0; m_sessions[SESSION_TOKYO].startMinute = 0; m_sessions[SESSION_TOKYO].endHour = 9; m_sessions[SESSION_TOKYO].endMinute = 0; m_sessions[SESSION_TOKYO].name = "Tokyo"; // London: 07:00 - 16:00 GMT m_sessions[SESSION_LONDON].startHour = 7; m_sessions[SESSION_LONDON].startMinute = 0; m_sessions[SESSION_LONDON].endHour = 16; m_sessions[SESSION_LONDON].endMinute = 0; m_sessions[SESSION_LONDON].name = "London"; // New York: 12:00 - 21:00 GMT m_sessions[SESSION_NEWYORK].startHour = 12; m_sessions[SESSION_NEWYORK].startMinute = 0; m_sessions[SESSION_NEWYORK].endHour = 21; m_sessions[SESSION_NEWYORK].endMinute = 0; m_sessions[SESSION_NEWYORK].name = "New York"; // London-NY Overlap: 12:00 - 16:00 GMT m_sessions[SESSION_LONDON_NY].startHour = 12; m_sessions[SESSION_LONDON_NY].startMinute = 0; m_sessions[SESSION_LONDON_NY].endHour = 16; m_sessions[SESSION_LONDON_NY].endMinute = 0; m_sessions[SESSION_LONDON_NY].name = "London-NY Overlap"; // Custom: Default same as London m_sessions[SESSION_CUSTOM].startHour = 7; m_sessions[SESSION_CUSTOM].startMinute = 0; m_sessions[SESSION_CUSTOM].endHour = 16; m_sessions[SESSION_CUSTOM].endMinute = 0; m_sessions[SESSION_CUSTOM].name = "Custom"; //--- Convert time to minutes since midnight int TimeToMinutes(int hour, int minute) return hour * 60 + minute; //--- Adjust for GMT offset int AdjustForGMT(int minutes) minutes += m_gmtOffset * 60; if(minutes < 0) minutes += 1440; if(minutes >= 1440) minutes -= 1440; return minutes; public: //--- Constructor CSessionFilter() m_gmtOffset = 0; m_initialized = false; InitSessions(); //--- Initialize with GMT offset bool Init(int gmtOffset = 0) m_gmtOffset = gmtOffset; m_initialized = true; return true; //--- Set custom session times void SetCustomSession(int startHour, int startMin, int endHour, int endMin) m_sessions[SESSION_CUSTOM].startHour = startHour; m_sessions[SESSION_CUSTOM].startMinute = startMin; m_sessions[SESSION_CUSTOM].endHour = endHour; m_sessions[SESSION_CUSTOM].endMinute = endMin; //--- Check if current time is within session bool IsInSession(ENUM_SESSION session) if(!m_initialized) Init(); MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); int currentMinutes = TimeToMinutes(dt.hour, dt.min); int startMinutes = AdjustForGMT(TimeToMinutes(m_sessions[session].startHour, m_sessions[session].startMinute)); int endMinutes = AdjustForGMT(TimeToMinutes(m_sessions[session].endHour, m_sessions[session].endMinute)); // Handle sessions that cross midnight if(startMinutes > endMinutes) return (currentMinutes >= startMinutes || currentMinutes < endMinutes); return (currentMinutes >= startMinutes && currentMinutes < endMinutes); //--- Check if specific time is within session bool IsTimeInSession(datetime time, ENUM_SESSION session) if(!m_initialized) Init(); MqlDateTime dt; TimeToStruct(time, dt); int currentMinutes = TimeToMinutes(dt.hour, dt.min); int startMinutes = AdjustForGMT(TimeToMinute

Also recommended: Time Series - Function Library for Working with Time Series - similar library with strong performance on MetaTrader 5.

s(m_sessions[session].startHour, m_sessions[session].startMinute)); int endMinutes = AdjustForGMT(TimeToMinutes(m_sessions[session].endHour, m_sessions[session].endMinute)); if(startMinutes > endMinutes) return (currentMinutes >= startMinutes || currentMinutes < endMinutes); return (currentMinutes >= startMinutes && currentMinutes < endMinutes); //--- Get current active session(s) string GetActiveSession() string result = ""; if(IsInSession(SESSION_SYDNEY)) result += (result == "" ? "" : ", ") + m_sessions[SESSION_SYDNEY].name; if(IsInSession(SESSION_TOKYO)) result += (result == "" ? "" : ", ") + m_sessions[SESSION_TOKYO].name; if(IsInSession(SESSION_LONDON)) result += (result == "" ? "" : ", ") + m_sessions[SESSION_LONDON].name; if(IsInSession(SESSION_NEWYORK)) result += (result == "" ? "" : ", ") + m_sessions[SESSION_NEWYORK].name; return (result == "" ? "No Major Session" : result); //--- Get session name string GetSessionName(ENUM_SESSION session) return m_sessions[session].name; //--- Get time until session starts (in minutes) int MinutesUntilSession(ENUM_SESSION session) if(IsInSession(session)) return 0; MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); int currentMinutes = TimeToMinutes(dt.hour, dt.min); int startMinutes = AdjustForGMT(TimeToMinutes(m_sessions[session].startHour, m_sessions[session].startMinute)); int diff = startMinutes - currentMinutes; if(diff < 0) diff += 1440; return diff; //--- Get time remaining in session (in minutes) int MinutesRemainingInSession(ENUM_SESSION session) if(!IsInSession(session)) return 0; MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); int currentMinutes = TimeToMinutes(dt.hour, dt.min); int endMinutes = AdjustForGMT(TimeToMinutes(m_sessions[session].endHour, m_sessions[session].endMinute)); int diff = endMinutes - currentMinutes; if(diff < 0) diff += 1440; return diff; //--- Check if it's a weekday (Mon-Fri) bool IsWeekday() MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); return (dt.day_of_week >= 1 && dt.day_of_week <= 5); //--- Check specific day of week bool IsDayOfWeek(int day) // 0=Sunday, 1=Monday, etc. MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); return (dt.day_of_week == day); //--- Filter by multiple sessions bool IsInAnySessions(bool sydney, bool tokyo, bool london, bool newyork) if(sydney && IsInSession(SESSION_SYDNEY)) return true; if(tokyo && IsInSession(SESSION_TOKYO)) return true; if(london && IsInSession(SESSION_LONDON)) return true; if(newyork && IsInSession(SESSION_NEWYORK)) return true; return false; //+------------------------------------------------------------------+ //| Exported Functions for procedural usage | //+------------------------------------------------------------------+ CSessionFilter g_sessionFilter; //+------------------------------------------------------------------+ //| Initialize session filter | //+------------------------------------------------------------------+ bool SessionFilterInit(int gmtOffset = 0) export return g_sessionFilter.Init(gmtOffset); //+------------------------------------------------------------------+ //| Check if in session | //+------------------------------------------------------------------+ bool IsInTradingSession(ENUM_SESSION session) export return g_sessionFilter.IsInSession(session); //+------------------------------------------------------------------+ //| Get active sessions string | //+------------------------------------------------------------------+ string GetActiveTradingSessions() export return g_sessionFilter.GetActiveSession(); //+------------------------------------------------------------------+ //| Check if London-NY overlap | //+------------------------------------------------------------------+ bool IsLondonNYOverlap() export return g_sessionFilter.IsInSession(SESSION_LONDON_NY); //+------------------------------------------------------------------+ //| Check if Asian session (Sydney + Tokyo) | //+------------------------------------------------------------------+ bool IsAsianSession() export return g_sessionFilter.IsInSession(SESSION_SYDNEY) || g_sessionFilter.IsInSession(SESSION_TOKYO); //+------------------------------------------------------------------+ //| Check if European session | //+------------------------------------------------------------------+ bool IsEuropeanSession() export return g_sessionFilter.IsInSession(SESSION_LONDON); //+------------------------------------------------------------------+ //| Check if American session | //+------------------------------------------------------------------+ bool IsAmericanSession() export return g_sessionFilter.IsInSession(SESSION_NEWYORK); //+------------------------------------------------------------------+

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