Time Filters

Time filters are specialized indicators that restrict trading to specific time periods. They allow you to limit when your strategy generates signals — by session, day of week, time of day, month, or market-specific trading hours.

Time filters are essential for avoiding low-liquidity periods, focusing on the most active trading sessions, and implementing session-based strategies.

Each time filter is a binary indicator that outputs:

• 1.0 — the current candle falls within the specified time window
• 0.0 — the current candle is outside the time window

You use them in conditions like any other indicator:

{ left: "TIME_WEEKDAYS", operator: "greater_than", right: "0" }

This means "only trade on weekdays (Monday through Friday)."

StratBase includes 35 time filter indicators organized into 8 preset groups:

Sessions (5 filters)

Major global trading sessions (UTC times):

• TIME_ASIAN_SESSION — Asian session (00:00–09:00 UTC)
• TIME_EUROPEAN_SESSION — European session (07:00–16:00 UTC)
• TIME_AMERICAN_SESSION — American session (13:00–22:00 UTC)
• TIME_LONDON_NY_OVERLAP — London/New York overlap (13:00–16:00 UTC) — highest forex liquidity
• TIME_ASIAN_EUROPEAN_OVERLAP — Asian/European overlap (07:00–09:00 UTC)

Kill Zones (4 filters)

High-volatility periods favored by institutional traders:

• TIME_LONDON_KILLZONE — London open kill zone (07:00–09:00 UTC)
• TIME_NY_KILLZONE — New York open kill zone (13:00–15:00 UTC)
• TIME_ASIAN_KILLZONE — Asian open kill zone (00:00–02:00 UTC)
• TIME_LONDON_CLOSE_KILLZONE — London close kill zone (15:00–16:00 UTC)

Day of Week (7 filters)

Filter by specific days:

• TIME_MONDAY through TIME_FRIDAY — individual weekday filters
• TIME_WEEKDAYS — Monday through Friday
• TIME_WEEKEND — Saturday and Sunday

Day of Month (5 filters)

Filter by position within the month:

• TIME_FIRST_WEEK — 1st through 7th day of month
• TIME_LAST_WEEK — last 7 days of month
• TIME_MONTH_START — first 3 days of month
• TIME_MONTH_END — last 3 days of month
• TIME_MID_MONTH — 13th through 17th day

Market-Specific: Stocks (2 filters)

• TIME_US_MARKET_HOURS — US stock market (13:30–20:00 UTC)
• TIME_US_PREMARKET — US pre-market (09:00–13:30 UTC)

Market-Specific: Forex (1 filter)

• TIME_FOREX_ACTIVE — Main forex hours (07:00–21:00 UTC)

Market-Specific: Crypto (3 filters)

• TIME_CRYPTO_VOLATILITY — High crypto volatility hours (12:00–20:00 UTC)
• TIME_CRYPTO_LOW_VOLUME — Low volume period (02:00–06:00 UTC)
• TIME_CRYPTO_WEEKEND — Weekend crypto trading (Saturday + Sunday)

Seasonal (8 filters)

Longer-period time filters:

• TIME_Q1 through TIME_Q4 — quarterly filters
• TIME_JANUARY — January (January effect)
• TIME_SUMMER — June through August (summer doldrums)
• TIME_WINTER — December through February
• TIME_QUARTER_START — first month of each quarter

| Condition | Meaning | |-----------|---------| | TIME_WEEKDAYS > 0 | Only trade on weekdays | | TIME_LONDON_NY_OVERLAP > 0 | Only trade during London/NY overlap | | TIME_NY_KILLZONE > 0 | Only trade during NY kill zone | | TIME_JANUARY > 0 | Only trade in January |

• Use session filters to focus on the most liquid trading hours for your instrument
• Kill zones are the most volatile periods — ideal for breakout strategies, risky for mean reversion
• Combine multiple time filters to create precise trading windows
• The London/New York overlap (13:00–16:00 UTC) has the highest forex liquidity
• Avoid trading crypto during TIME_CRYPTO_LOW_VOLUME unless you specifically want low-volatility conditions
• Seasonal filters like TIME_JANUARY can capture calendar anomalies (January effect)
• Market-specific filters only appear for relevant instruments (crypto, forex, stocks)