asian-session-scalper

name	asian-session-scalper
description	Tokyo session low-volatility scalping setups — range-bound strategies for the quietest session. Use for "Asian scalp", "Tokyo session trade", "Asian range", "night scalping", "low vol scalp", "Asian session strategy", or any Tokyo-session-specific trading. Works with session-profiler.
kind	reference
category	trading/strategies
status	active
tags	["asian","scalper","scalping","session","strategies","trading","volatility"]
related_skills	["jdub-price-action-strategy","session-scalping","gap-trading-strategy","grid-trading-engine","session-profiler"]

Asian Session Scalper

import pandas as pd, numpy as np

class AsianSessionScalper:
    @staticmethod
    def range_fade(df: pd.DataFrame) -> dict:
        """Fade the range during Tokyo session — buy lows, sell highs of the range."""
        df = df.copy()
        df["hour"] = df.index.hour
        asian = df[(df["hour"] >= 0) & (df["hour"] < 7)]
        if len(asian) < 10: return {"error": "Insufficient Asian data"}
        range_high = asian["high"].rolling(20).max().iloc[-1]
        range_low = asian["low"].rolling(20).min().iloc[-1]
        mid = (range_high + range_low) / 2
        current = df.iloc[-1]["close"]
        atr = (asian["high"] - asian["low"]).mean()
        return {
            "strategy": "asian_range_fade",
            "range_high": round(range_high, 5), "range_low": round(range_low, 5),
            "midpoint": round(mid, 5),
            "signal": "BUY (near range low)" if current < range_low + atr * 0.3 else
                     "SELL (near range high)" if current > range_high - atr * 0.3 else "WAIT (mid-range)",
            "stop_pips": round(atr * 10000 * 1.5, 1),
            "target_pips": round(atr * 10000 * 1.0, 1),
            "best_pairs": ["USDJPY", "EURJPY", "AUDJPY", "AUDNZD"],
            "avoid": ["GBPUSD", "EURUSD (low liquidity in Asia)"],
        }

---

Asian Breakout Strategy

    @staticmethod
    def asian_breakout(df: pd.DataFrame, buffer_pips: float = 3.0) -> dict:
        """Trade the breakout of the Asian range during London open."""
        df = df.copy()
        df["hour"] = df.index.hour
        asian = df[(df["hour"] >= 0) & (df["hour"] < 7)]
        if len(asian) < 10: return {"error": "Insufficient Asian data"}
        range_high = asian["high"].max()
        range_low = asian["low"].min()
        range_size = range_high - range_low
        pip_size = 0.0001 if range_size < 1 else 0.01
        buffer = buffer_pips * pip_size
        return {
            "strategy": "asian_breakout",
            "buy_stop": round(range_high + buffer, 5),
            "sell_stop": round(range_low - buffer, 5),
            "stop_loss_pips": round(range_size / pip_size * 0.5, 1),
            "tp1_pips": round(range_size / pip_size * 1.0, 1),
            "tp2_pips": round(range_size / pip_size * 1.5, 1),
            "range_size_pips": round(range_size / pip_size, 1),
            "valid": range_size / pip_size < 40,  # Skip if range too wide
            "best_time": "07:00-09:00 UTC (London open)",
            "best_pairs": ["GBPJPY", "EURJPY", "USDJPY", "GBPUSD"],
        }

Session Timing Reference

Session	UTC Hours	Characteristics
Tokyo	00:00-07:00	Low volatility, range-bound, JPY pairs active
London Open	07:00-09:00	Breakout of Asian range, highest volatility spike
London	07:00-16:00	Trend development, EUR/GBP pairs active
NY Overlap	12:00-16:00	Highest liquidity, major reversals

Rules

1. Only scalp in Asian session (00:00-07:00 UTC) for range-fade strategy
2. Avoid Mondays — Asian ranges are unreliable after weekend gaps
3. Skip news nights — BOJ, RBA, RBNZ releases destroy Asian ranges
4. Max 3 trades per session — low volatility means low opportunity count
5. Tight stops — 1.5x ATR max; if stopped, do not re-enter same direction