Overtrading boredom in slow Asia: rules that help

[LondonScalper]

Slow Asia is where I used to donate in small pieces -- boredom dressed up as preparation.

My Asia rules now are mostly negative:

• No new risk unless a pre-defined A+ level and spread filter both pass
• Max tickets hard-capped (often zero on a normal week)
• If I am "watching for London," I am marking levels and news, not scalping noise

The honest admission: for my playbook, Asia is usually research and rest, not income. Pretending every session must pay is how overtrading starts. A green Asia scalp that breaks three rules is still a bad trade in the Sunday review.

When I do allow Asia risk, size is half and the time stop is tighter -- thin books punish hope.

If you do trade Asia, what rule stops the death-by-a-thousand-M1-cuts?

I also set a physical cue: if Asia is observe-only, the one-click trading shortcut is disabled until the London checklist is filled. Friction beats slogans at 02:00 when nothing is happening and the brain wants a project. Write the Asia policy on the same sticky as London so it is not an orphan rule you forget.

[PTScalper]

Slow Asia is where I used to donate in small pieces -- boredom dressed up as preparation.

My Asia rules now are mostly negative:

• No new risk unless a pre-defined A+ level and spread filter both pass
• Max tickets hard-capped (often zero on a normal week)
• If I am "watching for London," I am marking levels and news, not scalping noise

The honest admission: for my playbook, Asia is usually research and rest, not income. Pretending every session must pay is how overtrading starts. A green Asia scalp that breaks three rules is still a bad trade in the Sunday review.

When I do allow Asia risk, size is half and the time stop is tighter -- thin books punish hope.

If you do trade Asia, what rule stops the death-by-a-thousand-M1-cuts?

I also set a physical cue: if Asia is observe-only, the one-click trading shortcut is disabled until the London checklist is filled. Friction beats slogans at 02:00 when nothing is happening and the brain wants a project. Write the Asia policy on the same sticky as London so it is not an orphan rule you forget.

Hi LondonScalper,

To stop the "death-by-a-thousand-M1-cuts" in Asia, the most effective rule is hiding the micro-timeframes entirely. If you force your charting platform to H1 or H4 during the Asian session, the M1 noise you are tempted to scalp physically disappears. You cannot trade what you cannot see.

Coupled with that is the One-Strike Mandate: you are allowed exactly one ticket during the Asia session. If it is a scratch, a loss, or a time-stop, the session is over. By capping the tickets at one, you eliminate the revenge-trading loop that creates the thousand cuts. Your physical cue of disabling the one-click trading is excellent—friction is the only reliable defense against boredom.

Here is a TradingView Pine Script strategy template built around your exact playbook. It mechanically enforces your negative rules: it halves your size, highlights the sessions, enforces a hard ticket cap, applies a strict time-stop in Asia, and demands a spread filter.

[PTScalper]

The "Slow Asia" Risk Filter (Pine Script v5)

You can apply this to your chart to act as both a visual cue (gray background for observe-only, blue for London) and a mechanical backtesting template.

Code: Select all

//@version=5
strategy("Asia Playbook & Risk Filter", overlay=true, initial_capital=10000, margin_long=100, margin_short=100)

// =========================================================================
// 1. INPUTS & SESSION TIMES
// =========================================================================
grp_sessions = "Session Times (Exchange Time)"
asiaSession   = input.session("1800-0300", title="Asia Session (Observe/Rest)", group=grp_sessions)
londonSession = input.session("0300-1200", title="London/NY Session (Action)", group=grp_sessions)

// =========================================================================
// 2. PLAYBOOK RULES
// =========================================================================
grp_rules = "Asia Strict Rules"
maxAsiaTickets = input.int(1, title="Max Asia Tickets", group=grp_rules, tooltip="Hard cap on trades during Asia. Often zero.")
asiaTimeStop   = input.int(5, title="Asia Time Stop (Bars)", group=grp_rules, tooltip="If trade doesn't move, thin books punish hope. Cut after X bars.")
reqSpreadPass  = input.bool(true, title="Require Strict Spread Filter", group=grp_rules)
maxSpread      = input.float(1.5, title="Max Spread Allowed (Pips)", group=grp_rules)

// =========================================================================
// 3. VISUAL CUES & SESSION STATE
// =========================================================================
inAsia   = not na(time(timeframe.period, asiaSession))
inLondon = not na(time(timeframe.period, londonSession))

// Friction visual: Gray for Asia (research/rest), Blue for London action.
bgcolor(inAsia ? color.new(color.gray, 92) : na, title="Asia Zone")
bgcolor(inLondon ? color.new(color.blue, 95) : na, title="London Zone")

// =========================================================================
// 4. TICKETING & SPREAD TRACKING
// =========================================================================
var int currentAsiaTickets = 0

// Reset ticket cap at the start of every new Asia session
if ta.change(time(timeframe.period, asiaSession))
    currentAsiaTickets := 0 

// Spread logic (Using a volatility proxy for historical data, or true spread for live)
// To use actual spread in live markets: spread = (ask - bid) / syminfo.mintick
currentSpreadProxy = (high - low) / syminfo.mintick 
spreadPasses = reqSpreadPass ? (currentSpreadProxy > maxSpread) : true

// =========================================================================
// 5. A+ SETUP LOGIC (USER DEFINED)
// =========================================================================
// Replace this block with your actual A+ trigger conditions
aPlusLong  = ta.crossover(ta.sma(close, 9), ta.sma(close, 21))
aPlusShort = ta.crossunder(ta.sma(close, 9), ta.sma(close, 21))

// =========================================================================
// 6. POSITION SIZING & ENTRY
// =========================================================================
// Rule: Size is half in Asia. (e.g., 1 contract in Asia, 2 in London)
tradeSize = inAsia ? 1 : 2 

// Rule: No new risk unless A+ level and spread filter pass. Max tickets hard-capped.
canTradeAsia   = inAsia and (currentAsiaTickets < maxAsiaTickets) and spreadPasses
canTradeLondon = inLondon

if aPlusLong
    if canTradeAsia
        strategy.entry("Asia_Long", strategy.long, qty=tradeSize)
        currentAsiaTickets += 1
    else if canTradeLondon
        strategy.entry("London_Long", strategy.long, qty=tradeSize)

if aPlusShort
    if canTradeAsia
        strategy.entry("Asia_Short", strategy.short, qty=tradeSize)
        currentAsiaTickets += 1
    else if canTradeLondon
        strategy.entry("London_Short", strategy.short, qty=tradeSize)

// =========================================================================
// 7. ASIA TIME STOP (THIN BOOKS PUNISH HOPE)
// =========================================================================
inTrade = strategy.position_size != 0
barsInTrade = ta.barssince(strategy.position_size[1] == 0 and inTrade)

// If in an Asia trade and it stalls, cut it.
if inAsia and inTrade and barsInTrade >= asiaTimeStop
    strategy.close_all(comment="Asia Time Stop - Thin Books")

[PTScalper]

To swap out the placeholder, replace Section 5 of the script. Since your playbook relies on raw price action and market structure rather than lagging technical indicators, here is how you would code a classic A+ price action setup: a Liquidity Sweep (Stop Hunt) with a strong rejection wick.

This logic looks for price to sweep a recent swing high or low, but fail to hold that level, closing back inside the range to trap breakout traders.

Code: Select all

// =========================================================================
// 5. A+ SETUP LOGIC (PRICE ACTION / LIQUIDITY SWEEP)
// =========================================================================

// Define the lookback period for local structure (e.g., last 20 bars)
grp_pa = "Price Action Settings"
lookback = input.int(20, title="Structure Lookback", group=grp_pa)

// Track the recent swing highs and lows (excluding the current forming bar)
recentHigh = ta.highest(high[1], lookback)
recentLow  = ta.lowest(low[1], lookback)

// Define candlestick anatomy for rejection identification
bodySize  = math.abs(close - open)
upperWick = high - math.max(close, open)
lowerWick = math.min(close, open) - low

// A+ Long (Bullish Sweep): 
// 1. Price pokes below the recent structural low (sweeps sell-side liquidity).
// 2. Closes back above the structural low.
// 3. Leaves a distinct lower wick (rejection signature).
bullishSweep = low < recentLow and close > recentLow
bullishRejection = lowerWick > (bodySize * 1.5)

aPlusLong = bullishSweep and bullishRejection

// A+ Short (Bearish Sweep):
// 1. Price pokes above the recent structural high (sweeps buy-side liquidity).
// 2. Closes back below the structural high.
// 3. Leaves a distinct upper wick (rejection signature).
bearishSweep = high > recentHigh and close < recentHigh
bearishRejection = upperWick > (bodySize * 1.5)

aPlusShort = bearishSweep and bearishRejection

[PTScalper]

Because you are managing state with aPlusLong and aPlusShort as simple boolean variables, the entry execution block (Section 6) requires zero modifications. As long as your custom price action logic resolves to true or false for those two variables, the script will strictly enforce the Asia ticket caps, the spread filter, and the time stops based on your new triggers.