functions/New-DbaXESession.ps1

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function New-DbaXESession {
    <#
        .SYNOPSIS
            Creates a new XESession object - for the dogged.
 
        .DESCRIPTION
            Creates a new XESession object - for the dogged (very manual, Import-DbaXESession is recommended). See the following for more info:
 
            https://docs.microsoft.com/en-us/sql/relational-databases/extended-events/use-the-powershell-provider-for-extended-events
 
        .PARAMETER SqlInstance
            Target SQL Server. You must have sysadmin access and server version must be SQL Server version 2008 or higher.
 
        .PARAMETER SqlCredential
            Allows you to login to servers using SQL Logins instead of Windows Authentication (AKA Integrated or Trusted). To use:
 
            $scred = Get-Credential, then pass $scred object to the -SqlCredential parameter.
 
            Windows Authentication will be used if SqlCredential is not specified. SQL Server does not accept Windows credentials being passed as credentials.
 
            To connect as a different Windows user, run PowerShell as that user.
 
        .PARAMETER Name
            The Name of the session to be created.
 
        .PARAMETER EnableException
            By default, when something goes wrong we try to catch it, interpret it and give you a friendly warning message.
            This avoids overwhelming you with "sea of red" exceptions, but is inconvenient because it basically disables advanced scripting.
            Using this switch turns this "nice by default" feature off and enables you to catch exceptions with your own try/catch.
 
        .NOTES
            Tags: ExtendedEvent, XE, Xevent
            Website: https://dbatools.io
            Copyright: (C) Chrissy LeMaire, clemaire@gmail.com
            License: GNU GPL v3 https://opensource.org/licenses/GPL-3.0
 
        .LINK
            https://dbatools.io/New-DbaXESession
 
        .EXAMPLE
            $session = New-DbaXESession -SqlInstance sql2017 -Name XeSession_Test
            $event = $session.AddEvent("sqlserver.file_written")
            $event.AddAction("package0.callstack")
            $session.Create()
 
            Returns a new XE Session object from sql2017 then adds an event, an action then creates it.
 
    #>

    [CmdletBinding()]
    param (
        [parameter(Mandatory, ValueFromPipeline)]
        [Alias("ServerInstance", "SqlServer")]
        [DbaInstanceParameter[]]$SqlInstance,
        [PSCredential]$SqlCredential,
        [parameter(Mandatory)]
        [string]$Name,
        [switch]$EnableException
    )
    process {
        foreach ($instance in $SqlInstance) {
            try {
                Write-Message -Level Verbose -Message "Connecting to $instance."
                $server = Connect-SqlInstance -SqlInstance $instance -SqlCredential $SqlCredential -MinimumVersion 11
            }
            catch {
                Stop-Function -Message "Failure" -Category ConnectionError -ErrorRecord $_ -Target $instance -Continue
            }

            $SqlConn = $server.ConnectionContext.SqlConnectionObject
            $SqlStoreConnection = New-Object Microsoft.SqlServer.Management.Sdk.Sfc.SqlStoreConnection $SqlConn
            $store = New-Object  Microsoft.SqlServer.Management.XEvent.XEStore $SqlStoreConnection

            $store.CreateSession($Name)
        }
    }
}