Back to builder reference

Value ref

session

Session-level value reference.

Day-scoped mode (default): resolves against the full trading day in the session timezone. field in {open, high, low, close, prior_close, bars_into_session, range, mid}.

Intraday window mode: set window_start (HH:MM wall-clock in the session timezone) and window_duration_minutes to aggregate OHLC across a fixed intraday slot (e.g., Asian session 00:00+480, ORB 09:30+30). Before the window opens each day: NaN. During the window: evolving aggregate. After close: frozen aggregate for the rest of the day; resets at the next day's window_start. Fields prior_close and bars_into_session are day-scope only (not valid with a window).

Backing types

SessionValueRef

Required fields

session_fieldreqenum: open, high, low, close, prior_close, bars_into_session, range, mid, in_session-

Optional fields

kindstring-
offsetanyOf (2 variants)Bars back. Absent is the session extreme through the current bar; k >= 1 is the extreme through bar i-k, with no value on a session's first k bars. Only the day-scoped 'high' and 'low' accept it. A level the current bar can still move needs offset 1 to be crossed.
resolutionanyOf (2 variants)Optional higher-timeframe override for this value ref. Set it inside left/right refs such as {'kind': 'indicator', ..., 'resolution': '4h'} or {'kind': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.
symbolanyOf (2 variants)Optional reference symbol this value ref reads from (e.g. 'SPY'). None = the traded/primary symbol. Mutually exclusive with resolution.
window_duration_minutesanyOf (2 variants)-
window_startanyOf (2 variants)Intraday window start as HH:MM wall-clock in the session timezone (e.g., '09:30'). Requires window_duration_minutes.

Backing types

The IR ValueRef classes this builder field resolves to.

SessionValueRef
Quawd

A subscription SaaS platform for designing, backtesting, and paper-trading algorithmic trading strategies on equities and crypto — described in plain English to an AI agent, no code required.

© 2026 Quawd. All rights reserved.

Quawd is a software tool, not a broker-dealer or investment adviser, and does not provide investment advice. Trading involves substantial risk of loss. Backtested and hypothetical results have inherent limitations and are not indicative of future performance.