> ## Documentation Index
> Fetch the complete documentation index at: https://docs.trinigence.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Schedule & Filters

> How trading schedules and filters restrict when a strategy is allowed to operate.

## 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

***

## 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:

```text theme={null}
Trade only on Monday, Wednesday, Thursday, and Friday.
```

If the schedule condition is not met, **no new trades can open**.

***

## Time-of-day filters

Time-of-day filters restrict trading to specific hours.

Example:

```text theme={null}
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

***

## Session-based filters

Session filters allow trading only during specific market sessions.

Examples:

```text theme={null}
Only trade during the London and New York sessions.
```

Sessions are often used to:

* improve liquidity
* reduce noise
* align with institutional activity

<Info>
  Session filters are applied before entry logic is evaluated.
</Info>

***

## Day-based filters

Day filters restrict trading by weekday.

Examples:

```text theme={null}
Do not trade on weekends.
Only trade on Monday to Friday.
```

These filters help:

* avoid abnormal market behavior
* align with historical patterns

***

## Indicator-based filters

Filters can also be indicator-driven.

Examples:

```text theme={null}
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

***

## Higher-timeframe filters

A common and powerful filter type.

Example:

```text theme={null}
Only allow long trades when the 4h trend is bullish.
```

This separates:

* **context** (filter timeframe)
* **execution** (entry timeframe)

***

## 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

<Warning>
  Filters do not close open trades unless explicitly defined as exits.
</Warning>

***

## Default behavior

If schedules or filters are:

* clearly defined → applied exactly
* implied → ATI may infer conservatively
* missing → strategy trades continuously

<Card title="What Trinigence fills automatically" icon="robot" href="/writing-ideas/what-trinigence-fills-automatically" horizontal>
  See how timing assumptions are handled.
</Card>

***

## Common mistakes

<AccordionGroup>
  <Accordion title="Assuming filters close trades">
    Filters only restrict entries, not exits.
  </Accordion>

  <Accordion title="Over-filtering strategies">
    Too many filters can eliminate valid trades entirely.
  </Accordion>

  <Accordion title="Mixing schedules and exits">
    Time-based exits must be defined explicitly as exit logic.
  </Accordion>
</AccordionGroup>

***

## Best practices

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

<Card title="Entry logic" icon="arrow-right-to-bracket" href="/strategy-structure/entry-logic" horizontal>
  See how filters interact with entries.
</Card>

***

## What to read next

<CardGroup cols={2}>
  <Card title="Entry logic" icon="arrow-right-to-bracket" href="/strategy-structure/entry-logic">
    How entries are evaluated.
  </Card>

  <Card title="Exit logic" icon="arrow-right-from-bracket" href="/strategy-structure/exit-logic">
    How exits differ from filters.
  </Card>

  <Card title="Market & timeframe" icon="clock" href="/strategy-structure/market-and-timeframe">
    Timing foundations.
  </Card>

  <Card title="Strategy overview" icon="diagram-project" href="/strategy-structure/overview">
    Return to the full structure.
  </Card>
</CardGroup>

<Note>
  Filters shape *when* you trade.\
  Entries decide *if* you trade.
</Note>