in_session lets you restrict trading to a specific time-of-day
window. The window is defined in hours, with an optional UTC offset
for human-readable local-time configuration.
Shape
{
"type": "in_session",
"start_hour": 13,
"end_hour": 21,
"utc_offset": 0
}Params
start_hour- window start (0-23).end_hour- window end (0-23).utc_offset- local-time offset.0means start/end are UTC hours.
Usage
- Avoid low-liquidity hours like Asian session for FX strategies built for NY hours.
- Limit to high-impact news windows for event-driven setups.
- Skip overnight for strategies that don't model overnight risk.
Pitfalls
- DST handling is on you. UTC is the safest reference for crypto strategies.
- End hour is inclusive of the bar that starts at end_hour. Verify the bar-edge math by running a few historical bars and reading the trades-table session column.