Session Overlap Time Tool: Timing Execution to Active Liquidity
Why this page matters
Timing is a structural variable in FX. The same setup has different fill quality and behavior across Asia, London, and New York windows.
{ Pre-execution checklist }
Session schedule is stored in UTC and auto-converted for operator view.
Allowed trading windows are strategy-specific.
No-trade windows for rollover/news are explicit.
Performance is reviewed by session every week.
Execution logs include timestamp, spread, and slippage by window.
Calculation logic and practical workflow
Normalize all times to UTC first; convert to local time only at display layer.
Identify core windows: Asia, London, New York, and overlap periods.
London-New York overlap often provides peak liquidity and tighter spreads for majors.
Build symbol-specific timing rules; not all pairs behave equally in each session.
Add blackout rules around rollover and major macro releases.
Measure strategy metrics by session: win-rate, average R, slippage, and spread cost.
If a setup performs poorly outside a specific window, block execution automatically.
Common mistakes to avoid
Using local timezone labels in logs without UTC reference.
Assuming every pair behaves the same across sessions.
Trading news spikes as if they were normal-liquidity conditions.