I have figured out an easy solution for us--
Let's make two simple versions of the EA, so that it isn't complicated to test.
The first-- sets the orders at the start of the daily candle based on the parameters. Lets add a parameter called 'Cancel Order Time' which lets us select the specific hour to cancel the orders.
The second version-- sets the orders at the start of 1 session like you suggested, and cancels the orders at the end of the session. But... we can select which session (Asia, Europe, America). That way, to run the EA on multiple sessions we attach it to multiple charts and use the Magic Number to differentiate.
(Again... this is the solution you suggested).
When do you think you could finish this project?