Trading Sessions (Asia / London / New York) — what it is and how to use it in trading
Definition
Trading sessions are three fixed UTC windows historically associated with the bulk of liquidity in different regional markets: Asia (00:00-08:00 UTC), London (07:00-16:00 UTC), and New York (12:00-21:00 UTC). The windows partially overlap — London and New York are both active from 12:00 to 16:00 UTC, typically the most liquid stretch of the day.
How it works in the builder
in_session_asia/in_session_london/in_session_ny are boolean operands with no parameters: each equals 1 when the current bar falls inside its fixed UTC window, and 0 otherwise. The windows don't depend on the instrument or timeframe — it's a pure calendar check against the UTC hour.
What it looks like on the chart
Drawn as a 0-24 hour axis with 3 translucent, overlapping bands — one per session; the selected session's own band is emphasized, the other two are dimmed. The family-overview card (with no specific operand) shows all 3 bands at equal weight.
Typical use
Typical condition: in_session_london == 1 as a mandatory time filter so the strategy only opens trades during hours of elevated liquidity, often combined with a volatility level (e.g. atr(14) above its own average).
Common pitfalls
The windows are fixed by calendar and don't adjust for exchanges' own daylight-saving shifts or for a specific instrument's actual activity — "its own" session can matter far more for some pairs than others, so the filter is worth validating on the specific instrument rather than assumed to be universal.
This block is available in the strategy builder
137 no-code blocks — build an entry condition with this term and test it on history
Historical results do not guarantee future ones. The service is an informational and analytical tool, not an individual investment recommendation; trades are not executed.
London Session
Block variants
Asia Session
New York Session