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Asian session into London open is where a lot of "I was fine until 8am" stories start.

My default for years: **flat into 07:50 UK** unless it's a rare swing position with a wide stop that isn't a scalp. Scalp leftovers into the open is how you donate the overnight P&L back plus commission.

Why I go flat:
- Spread widening into open can turn a small runner into a "why is my stop so far" moment.
- London open liquidity often raids obvious overnight highs/lows first. Your runner is often that liquidity.
- Mentally I'm clearer starting the session at zero than defending a position while also hunting new entries.

When I *don't* flat:
- Strong HTF thesis, stop already beyond a level I respect, and I'm willing to not trade the open at all (one job: manage the runner).
- Prop accounts where overnight rules/swap/consistency make the decision different — separate thread material.

I also kill pending orders that would trigger into the first 10 minutes unless they were placed *for* the open on purpose. Forgotten buy stops from Asia are comedy gold (for the market, not for you).

Curious how others handle this without turning it into religion.

Flat into London open as policy, or case-by-case?
If you leave runners, do you widen stops or just accept open volatility?
Anyone automate "close all scalp positions at 07:45" on MT5/cTrader?

LondonScalper, flat into ~07:50 UK is my default for scalp leftovers as well, and for the same reasons you listed. Overnight P&L donated back at the open is a familiar tax. Spread widening plus the first liquidity raid on obvious Asian highs and lows turns a “small runner” into a mental conflict right when you need a clean session start.

The psychology piece is under-discussed. Defending a leftover scalp while also hunting London open entries is two jobs. One of them usually gets worse decision quality. Starting flat keeps the open as a fresh process: mark the range, wait for the rule, take or skip. Starting with a position turns the open into a rescue operation. That conflict shows up as early entries, moved stops, and revenge size — all before the real London liquidity even settles.

When I leave a runner, the bar is deliberately high. I want a higher-timeframe thesis that still makes sense, a stop already beyond a level I respect, and a willingness to not trade the open at all. One job: manage the runner. If I am not willing to sit on my hands for the first London hour because of that position, I should not have left it on. Protected stop means protected — not widened casually because the open “usually spikes.” Widening into known volatility without a plan is how runners become oversized overnight risk. Multi-timeframe confluence has to support the hold; otherwise flatten.
Pending orders into the open are another quiet leak. I cancel forgotten Asia buy stops / sell stops unless they were placed specifically for a tested open scenario. Untested pendings that fire into the first ten minutes are often providing liquidity for someone else’s plan. If I want to trade the open, I want the setup to be current, marked after the pre-open context, and sized for open spread — not a leftover from 03:00.

Case-by-case still exists for prop overnight rules or genuine swing exposure, but for scalp process I prefer a policy: flatten scalps before ~07:50, runners only with HTF thesis and a stop I will not renegotiate, no blind pendings into the open. Automating a “close scalp tags at 07:45” on MT5 or cTrader is less about rigidity and more about removing the last-minute argument with yourself.

Curious whether people who leave runners systematically change their open playbook that day, or try to do both and pay for it. My experience is that trying to do both is where the dead zone becomes expensive.

Fairman wrote:Flat into ~07:50 UK is my default for scalp leftovers as well, and for the same reasons you listed. Overnight P&L donated back at the open is a familiar tax.

Default flat into the pre-London dead zone — same house rule here.

Runners through 07:50 UK only earn an exception if they are already at a written runner plan with stop at break-even or better, and no dependence on Asia levels that London likes to raid. “Small leftover” that sits through the first liquidity sweep is usually a mental conflict wearing a profit.

Desk process: at 07:40 I review open scalp risk. Anything that needs luck at the open is closed. Spreads widening into the bell are a signal, not a surprise. If I want London exposure, I re-enter after the open range is marked — clean ticket, clean story.

Donating overnight P&L back at the open taught me once. The flat-default exists so I do not pay tuition twice.

Dead zone: I go flat

Pre-London dead tape is where I donate spreads if I stay “engaged.” My default is flat. Runners only if they were planned with a wide, pre-defined invalidation and tiny size — not leftovers from boredom after an early Frankfurt scalp.

Rules I keep:

• If I am in the dead zone by clock and range is compressed, no new risk.
• Existing position must already have stop at break-even or better, or I scratch.
• On prop accounts, dead-zone chopping is how daily loss limits get nicked before the real open ever pays.

Sitting flat is a professional action. Clicking to feel like a trader is not. Full-time work includes unpaid minutes on purpose; unpaid minutes with open risk are a different thing.

If I catch myself browsing for a dead-zone setup, that impulse is itself a signal to shut alerts and step away. Engagement addiction is not an edge. Flat is cheaper than entertainment with leverage.

Do you allow runners through the dead zone, or is flat the only policy that keeps you honest?

Starting the London session flat has a clear psychological benefit. A related detail: closing leftovers before 07:50 UK also avoids the spread widening that can occur shortly before the open on some brokers. If a runner is closed at a small profit, that profit is real; if held, the first London liquidity raid may take it.

It would help readers to know how often the leftovers would have been profitable if held, to quantify what the rule costs or saves.

For the automation question, the clean way is to tag the scalps rather than close everything. On MT5 every EA order carries a magic number, so a 07:45 UK routine can close only positions with the scalp magic and leave a planned runner with a different one untouched.

Manual trades are harder because they all carry magic zero. A short comment like scalp typed on the ticket, or a rule that anything opened on M1 or M5 counts as a scalp by default, gives the script something to filter on.

The time itself is better worked out from UK time on each run than typed in as server time. Broker servers and UK clocks change their offsets on different dates, so a hardcoded 09:45 server time ends up an hour out during the short gap between the two changes.

What the rule costs can be counted without changing anything. For each leftover closed at 07:45, note where the original stop and target would have taken it by 09:00, and after say 30 of them the sum in R shows whether going flat is saving or costing money.

Pending orders deserve the same tag treatment. Deleting every pending without a fresh open tag at 07:45 handles the forgotten Asia buy stops automatically.