AM / PM Sessions (NY Killzones in ET)
In ICT methodology, the New York trading day is commonly segmented into an AM phase (morning expansion and primary delivery) and a PM phase (afternoon continuation, reversion, or reversal toward secondary objectives). This is a time-based context filter that weights when raids, displacement, and clean PD-array entries are more likely.
Definition
AM/PM Sessions are a time-of-day framework used to contextualize intraday price delivery. The AM window is typically associated with higher participation and the day’s primary expansion leg. The PM window often sees either continuation to complete objectives or a reversal/mean-reversion once objectives are met. This is not a candle pattern; it is a timing and expectation model.
Why It Matters
Many ICT setups rely on a sequence (liquidity raid → displacement → retracement into PD arrays). That sequence is more likely to occur during specific liquidity windows. Using AM/PM segmentation and killzones improves selectivity, reduces overtrading, and helps align entries with the most probable expansion windows.
How to Identify
- Use New York local time (ET) as the reference timezone for session windows (IANA timezone: America/New_York). This automatically handles EST/EDT shifts if your platform supports IANA timezones.
- Label candles by whether their timestamp (converted to America/New_York) falls inside Asia, London, NY AM, NY Lunch, or NY PM windows.
- During NY AM and NY PM (and often London), watch for raids around obvious liquidity (Asia range edges, PDH/PDL, ONH/ONL) followed by displacement and MSS/CHoCH confirmation.
- Treat NY Lunch as a caution window: often slower / more mean-reverting unless a strong trend is already in play and you are trading a clean continuation pullback.
- Treat these windows as context only: require a model trigger (raid + displacement + retrace into a PD array) before trading.
How to Trade
- Establish HTF bias and daily draw on liquidity (PDH/PDL, ONH/ONL, weekly levels).
- Prefer executing primary models in NY AM: wait for liquidity raid → displacement → retrace into PD arrays aligned with premium/discount.
- Be selective during NY Lunch; trade only if your model has already confirmed direction earlier and you’re trading a clean continuation pullback (no chop).
- Trade NY PM if (a) objectives remain open for continuation, or (b) AM objectives were hit and you get opposite displacement after a raid (reversal/mean-reversion setup).
- Reduce size or tighten criteria if price is choppy, if major objectives have already been achieved, or if a high-impact news event is imminent.
Common Confusions
IF you are labeling specific windows (e.g., NY AM, NY PM) THEN you are using killzones. IF you are describing broader morning vs afternoon delivery expectations THEN you are using AM/PM framing. In this implementation, killzones are represented as explicit ET windows.
IF displacement + acceptance already confirmed direction earlier AND price forms a clean continuation pullback into a PD array THEN lunch trades may be valid. IF price is ranging/mean-reverting with no displacement THEN avoid.
IF your instrument is FX THEN NY open behavior may align with an FX profile. IF your instrument is US indices THEN an indices profile may fit better. IF your product UI defines 'custom_ui' windows THEN treat those as the source of truth.
IF window crosses midnight THEN use (t >= start) OR (t < end). IF window does not cross midnight THEN use (t >= start) AND (t < end).
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Educational resource only. Not financial advice. Trading involves substantial risk of loss.