Author of the idea — John Smith, author of the MQL5 code — barabashkakvn.

The EA trades during two trading sessions, starting at the specified session beginning time. Stop Loss. Take Profit. 

Inputs:

• Start_hour_EU_session — the beginning of the European session (hours)
• Start_hour_US_session — the beginning of the American session (hours)
• End_hour_US_session — the end of the American session (hours)
• Small EU Session (in pips) — the minimum session length
• Trade on Monday —  enable/disable trading on Monday
• Lots — position lot volume
• Stop Loss 
• Take Profit 

Testing results on EURUSD, M15: