kill-zones

name	kill-zones
description	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.
license	Apache-2.0
metadata	{"author":"ske-labs","version":"4.0"}

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 Do not publish fixed UTC windows across DST changes.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

1. 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>)
   

2. Session open: measure spread, volatility, and any predeclared sweep; do not label price discovery manipulation
3. Entry timing: apply the strategy's calibrated window and closed-bar trigger
4. 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