Kill Zones Trading
Named session windows used by ICT-style traders. Activity, volatility, spreads, and returns vary intraday, but the best window is instrument-, venue-, season-, and strategy-specific.
Session Schedule
| Session |
Reference window |
Required handling |
| Asian |
Relevant exchange/local session |
Exchange holidays and product hours |
| London |
Europe/London local time |
Convert with historical/current DST |
| New York |
America/New_York local time |
Convert with historical/current DST |
Define candidate window boundaries in local session time, then convert every timestamp with a timezone database. Do not publish fixed UTC windows across DST changes.
Session Behaviors
For each instrument, measure time-of-day median volume, spread, realized volatility, jump frequency, and the strategy's net returns. Treat prior-session ranges and sweeps as hypotheses; sessions do not create a mandatory daily direction.
Workflow
- Pre-session: Mark Asian session high/low, identify HTF key levels, note scheduled news events
get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval="15m", date=<asian_session_date>)
- Session open: measure spread, volatility, and any predeclared sweep; do not label price discovery manipulation
- Entry timing: apply the strategy's calibrated window and closed-bar trigger
- Session context:
- Record which prior-session levels were crossed and whether price closed back inside
- Estimate subsequent-return distributions without imposing bullish/bearish labels
Evidence and Validation
- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.
- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.
- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.
- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.
- Research basis: Ito & Hashimoto documents intraday seasonality in FX activity, volatility, and spreads; it does not establish universal profitable windows or a mandatory direction.
Key Rules
- Do not call opening moves manipulation without order-level evidence.
- Allow trades outside named windows when the validated strategy and liquidity gates pass.
- Never assume London or another session is most profitable; show instrument-specific held-out results.
- Include DST, holidays, half-days, venue hours, and scheduled announcements.
- Treat time-window and structural labels as features whose incremental value must be tested.
Related Skills
- liquidity-zones — Kill zone opens frequently sweep Asian session liquidity before reversing
- market-structure-shift — test objective structure events inside the chosen session window
1---2name: kill-zones3description: Analyze intraday session seasonality and test time-window filters. Use when timing a strategy around exchange, London, New York, or Asian trading sessions with correct timezone and daylight-saving handling.4license: Apache-2.05---67# Kill Zones Trading89Named session windows used by ICT-style traders. Activity, volatility, spreads, and returns vary intraday, but the best window is instrument-, venue-, season-, and strategy-specific.1011## Session Schedule1213| Session | Reference window | Required handling |14| ---------- | --------------- | ------------------------------------ |15| **Asian** | Relevant exchange/local session | Exchange holidays and product hours |16| **London** | Europe/London local time | Convert with historical/current DST |17| **New York** | America/New_York local time | Convert with historical/current DST |1819Define candidate window boundaries in local session time, then convert every timestamp with a timezone database. Do not publish fixed UTC windows across DST changes.2021## Session Behaviors2223For each instrument, measure time-of-day median volume, spread, realized volatility, jump frequency, and the strategy's net returns. Treat prior-session ranges and sweeps as hypotheses; sessions do not create a mandatory daily direction.2425## Workflow26271. **Pre-session**: Mark Asian session high/low, identify HTF key levels, note scheduled news events28 ```29 get_candles_around_date(symbol=<symbol>, exchange=<exchange>, interval="15m", date=<asian_session_date>)30 ```312. **Session open**: measure spread, volatility, and any predeclared sweep; do not label price discovery manipulation323. **Entry timing**: apply the strategy's calibrated window and closed-bar trigger334. **Session context**:34 - Record which prior-session levels were crossed and whether price closed back inside35 - Estimate subsequent-return distributions without imposing bullish/bearish labels3637## Evidence and Validation3839- Treat the setup as a testable hypothesis, not a prediction. Define thresholds, entry, invalidation, and exit before evaluating outcomes.40- Calibrate on the same instrument, venue, session, and timeframe. Use closed candles and a held-out or walk-forward sample; record every variant tried.41- Include spread, fees, slippage, borrow or funding, partial fills, and latency. Reject the setup when net expectancy is not positive or depends on one narrow parameter.42- Return observed inputs, missing data, cost assumptions, entry, invalidation, exit, and a valid, watch, or no-trade status.43- Research basis: [Ito & Hashimoto](https://www.nber.org/papers/w12413) documents intraday seasonality in FX activity, volatility, and spreads; it does not establish universal profitable windows or a mandatory direction.4445## Key Rules4647- Do not call opening moves manipulation without order-level evidence.48- Allow trades outside named windows when the validated strategy and liquidity gates pass.49- Never assume London or another session is most profitable; show instrument-specific held-out results.50- Include DST, holidays, half-days, venue hours, and scheduled announcements.51- Treat time-window and structural labels as features whose incremental value must be tested.5253## Related Skills5455- **liquidity-zones** — Kill zone opens frequently sweep Asian session liquidity before reversing56- **market-structure-shift** — test objective structure events inside the chosen session window
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