Building session and news filters that actually hold

2 October 2026 · Soft Trade Enterprises · All guides

Server time is not your time

The first thing to settle in any time-based rule is which clock it refers to. MQL5 gives you three, and they are routinely different:

Function	Returns
TimeCurrent()	Last known server time — the one your rules should almost always use
TimeLocal()	The clock on the machine running the terminal
TimeGMT()	GMT, derived from the local machine's clock and timezone

A VPS in Germany running an EA for a client in Varanasi on a broker with a GMT+3 server has three different "nows". Hard-code nothing; decide explicitly, write it in the specification, and log which clock the filter used.

A session window, done properly

input int StartHour = 9;
input int StartMin  = 15;
input int EndHour   = 15;
input int EndMin    = 15;

bool InSession()
{
   MqlDateTime t;
   TimeToStruct(TimeCurrent(), t);

   int now   = t.hour * 60 + t.min;
   int start = StartHour * 60 + StartMin;
   int end   = EndHour   * 60 + EndMin;

   if(start <= end) return (now >= start && now < end);

   // Window crosses midnight, e.g. 22:00 -> 03:00
   return (now >= start || now < end);
}

That last branch is the midnight-wrap bug, and it is in a great many EAs. Without it, a 22:00–03:00 window is simply never true, and the EA silently never trades. Nothing errors; it just does nothing, which is the hardest kind of bug to notice.

Day-of-week rules

Usually simpler than they look, with two caveats: MqlDateTime.day_of_week is 0 for Sunday, and Sunday is a trading day on several brokers for part of the evening. Blocking "the weekend" by blocking Saturday alone leaves Sunday open.

What should happen to an open position?

This is the question most briefs forget. When the session window closes and a position is still open, there are four defensible answers:

• Leave it; the filter only blocks new entries
• Close it at the window boundary
• Stop adding, keep managing the stop and target
• Tighten the stop and let it run

All four are reasonable. The software has to do exactly one. Decide it in writing before the build, or you will be deciding it during a live session.

News filters

MT5 exposes the economic calendar to code, which is better than the old approach of downloading a CSV that goes stale:

MqlCalendarValue values[];
datetime from = TimeCurrent() - 3600;
datetime to   = TimeCurrent() + 3600;

if(CalendarValueHistory(values, from, to, NULL, NULL))
{
   for(int i = 0; i < ArraySize(values); i++)
   {
      MqlCalendarEvent ev;
      if(!CalendarEventById(values[i].event_id, ev)) continue;
      if(ev.importance < CALENDAR_IMPORTANCE_HIGH) continue;
      // within the blocked window around a high-importance event
   }
}

Three practical notes. The calendar is only populated if the terminal has downloaded it, so check and fail loudly rather than silently treating "no events" as "all clear". Filter by currency so a US release does not block a trade on an unrelated symbol. And the Strategy Tester has limited calendar access, so a news filter that works live may behave differently in a backtest — a fact worth stating in the delivery notes rather than discovering later.

Make every filter visible

A filter that blocks silently is indistinguishable from a broken EA. Log the reason, every time:

if(!InSession())
{
   if(g_lastBlockReason != "session")
   {
      Print("Entry blocked: outside session window");
      g_lastBlockReason = "session";
   }
   return;
}

Guarding on the last reason keeps the log readable instead of printing the same line on every tick. When a client asks "why did it not trade yesterday", this log answers in seconds.