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What schedules and filters are

Schedules and filters define when a strategy is allowed to trade. They do not generate signals on their own.
Instead, they restrict or allow entry and exit logic to execute. This layer is critical for:
  • controlling exposure
  • avoiding low-quality market conditions
  • aligning strategies with specific sessions or days

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Trading schedules

A trading schedule limits when the strategy can open trades. Common schedule dimensions:
  • days of the week
  • time of day
  • market sessions
  • custom time windows
Example: 
Trade only on Monday, Wednesday, Thursday, and Friday.
If the schedule condition is not met, no new trades can open.

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Time-of-day filters

Time-of-day filters restrict trading to specific hours. Example: 
Only trade between 08:00 and 20:00 UTC.
Typical use cases:
  • avoiding low-liquidity hours
  • focusing on active sessions
  • excluding high-volatility news periods

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Session-based filters

Session filters allow trading only during specific market sessions. Examples: 
Only trade during the London and New York sessions.
Sessions are often used to:
  • improve liquidity
  • reduce noise
  • align with institutional activity
Session filters are applied before entry logic is evaluated.

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Day-based filters

Day filters restrict trading by weekday. Examples: 
Do not trade on weekends.
Only trade on Monday to Friday.
These filters help:
  • avoid abnormal market behavior
  • align with historical patterns

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Indicator-based filters

Filters can also be indicator-driven. Examples: 
Only allow trades when ATR is above its 20-period average.
Only trade when volatility is low.
Indicator filters:
  • reduce false signals
  • adapt strategy to market conditions
  • do not define entries by themselves

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Higher-timeframe filters

A common and powerful filter type. Example: 
Only allow long trades when the 4h trend is bullish.
This separates:
  • context (filter timeframe)
  • execution (entry timeframe)

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How filters are evaluated

Filters are evaluated:
  • before entry logic
  • on every candle close
  • independently from exits
If a filter fails:
  • no new trades open
  • existing trades continue normally
Filters do not close open trades unless explicitly defined as exits.

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Default behavior

If schedules or filters are:
  • clearly defined → applied exactly
  • implied → ATI may infer conservatively
  • missing → strategy trades continuously

What Trinigence fills automatically

See how timing assumptions are handled.

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Common mistakes

Filters only restrict entries, not exits.
Too many filters can eliminate valid trades entirely.
Time-based exits must be defined explicitly as exit logic.

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Best practices

  • Start without filters
  • Add one filter at a time
  • Measure impact on trade count
  • Prefer higher-timeframe filters over many indicators

Entry logic

See how filters interact with entries.

Entry logic

How entries are evaluated.

Exit logic

How exits differ from filters.

Market & timeframe

Timing foundations.

Strategy overview

Return to the full structure.
Filters shape when you trade.
Entries decide if you trade.