| 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 Do not publish fixed UTC windows across DST changes.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
- 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
