How should automated trading handle trading-session and time filters?

What this means in practice

Trading-session filters should use an explicit timezone, allowed windows and a policy for daylight-saving changes, holidays and positions already open outside the entry window. Entry restrictions and exit permissions should be separate rules. This page is specifically about “How should automated trading handle trading-session and time filters?”, so each scenario below is explained by its own mechanism instead of sharing one generic diagnosis.

Real-world scenarios

Scenario A — London session entry

Inspect the mechanism named by “Scenario A — London session entry” directly. Record its input, the state immediately before it and the first observable output that differs from the intended result. For Scenario A — London session entry on question 75, use that evidence specifically to answer “How should automated trading handle trading-session and time filters?”; keep it separate from the evidence for the other scenarios on this page.

Scenario B — DST transition

Inspect the mechanism named by “Scenario B — DST transition” directly. Record its input, the state immediately before it and the first observable output that differs from the intended result. For Scenario B — DST transition on question 75, use that evidence specifically to answer “How should automated trading handle trading-session and time filters?”; keep it separate from the evidence for the other scenarios on this page.

Scenario C — Exit after entry window closes

Inspect the mechanism named by “Scenario C — Exit after entry window closes” directly. Record its input, the state immediately before it and the first observable output that differs from the intended result. For Scenario C — Exit after entry window closes on question 75, use that evidence specifically to answer “How should automated trading handle trading-session and time filters?”; keep it separate from the evidence for the other scenarios on this page.

What to check

• intended signal/action
• last stage that definitely succeeded
• first stage that differs from intent
• final cTrader state after the event

Practical rule

For “How should automated trading handle trading-session and time filters?”, change only the first layer whose evidence no longer matches the intended action. Preserve signal identity, timestamps and final cTrader state, and reproduce execution-affecting changes on demo before live use.