A convection fryer is composed of a main oil circulating pump, a tube heat exchanger, a fry tank, a continuous oil filtration system, an oil storage holding tank filter frame and filter bag, and a main circulating pump. Cooking oil is pumped by the main circulating pump to the heat exchanger to the fry tank. Oil flows from the tank through the filter screen to the pump trough to the main circulating pump completing the oil circulating loop. At the end of the cooking day the oil is drained to the holding tank for storage while the fry tank is cleaned. In the next fry cycle the oil is pumped up out of the holding tank to the fry tank to start the cooking process all over again.