Indicators
sessionWindow
Block common market windows only when trend is weak/sideways
sessionWindow (all)
Block common market windows only when trend is weak/sideways
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
openStart | string | 09:30:00 | Open window start (HH:mm:ss) |
openMinutes | number | 20 | Open window length in minutes |
lunchStart | string | 12:00:00 | Lunch chop window start (HH:mm:ss) |
lunchEnd | string | 13:30:00 | Lunch chop window end (HH:mm:ss) |
sessionClose | string | 16:00:00 | Session close time (HH:mm:ss) |
closeMinutes | number | 15 | Minutes before close to treat as close window |
lookbackBars | number | 5 | Trend lookback bars |
minTrendBps | number | 8 | Minimum absolute trend in bps to allow trades inside windows |
plot | boolean | true | Plot 0/1 trend state in session windows |
plotName | string | Session Window Trend | Plot series name |
plotWidth | number | 1 | Plot line width |
SQL example
IF sessionWindow WITH openMinutes=20 lunchStart="12:00:00" lunchEnd="13:30:00" closeMinutes=15 lookbackBars=5 minTrendBps=8
TICK sessionWindowAllow = true