The Heiken_Ashi_Smoothed_VolatilityStep_Alert indicator with the ability to highlight trading time zones, selected in the indicator input parameters. Such zones are shown in a different histogram color.

input bool   TimeTrade=true;      //Enable highlighting of trading time zones  input HOURS  StartH=ENUM_HOUR_4;  //Trading start (hours)  input MINUTS StartM=ENUM_MINUT_0; //Trading start (minutes)  input HOURS  EndH=ENUM_HOUR_17;   //Trading end (hours)  input MINUTS EndM=ENUM_MINUT_59;  //trading end (minutes)  

Histogram bars outside the trading time range are shown in pale gray; bars having the size greater that the trigger level

input uint AlertLevel=150;                      // Trigger level  

within the range are shown in yellow; those below the trigger level have the steel gray color. Alerts, push notifications and emails are only sent during the marked trading sessions.

The indicator uses SmoothAlgorithms.mqh library classes (copy it to terminal_data_folder\MQL5\Include). The use of the classes was thoroughly described in the article "Averaging Price Series for Intermediate Calculations Without Using Additional Buffers".

Fig.1. The Heiken_Ashi_Smoothed_VolatilityStep_tmf_Alert indicator