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joshyattridge / smart-money-concepts

Discover our Python package designed for algorithmic trading. It brings ICT's smart money concepts to Python, offering a range of indicators for your trading strategies.

Home Page:https://pypi.org/project/smartmoneyconcepts/

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Sessions Indicator

joshyattridge opened this issue · comments

commented

Create An Indicator that will determine if the candle is in a certain session.

This function must follow the sessions on https://www.babypips.com/learn/forex/forex-trading-sessions and it must account for the different time zones the data is in.

Parameters:

  • Type: the type of session (Sydney, Tokyo, London, New York and custom)
  • Custom Start: the starting time of the custom session
  • Custom End: the ending time of the custom session

Retuned values:

  • InSession = 0 or 1 - if the candle is in the session or not
  • Top = the highest high during the current session
  • Bottom = the lowest low during the current session