Roundup: Building a news filter you'll actually follow, trimmed calendars and medium-impact data
Posted: Thu Oct 15, 2026 4:39 pm
Roundup: Building a news filter you'll actually follow, trimmed calendars and medium-impact data
News filter threads on this board have a common theme: the filter was fine on paper and broken in practice. Nine threads look at why, from calendar tools that make things worse to the filter that only gets broken after a green week. Here's the joined-up version.
Write it down, with thresholds
The "filter I actually follow" thread says the old one failed for years because it lived in a head. The fixed version has three tiers and no extra indicators:
Trim the calendar
The personal calendar thread argues default calendars are noisy. Half the flags don't matter for a GBPUSD scalp, while some orange events still wreck gold. So keep a trimmed version: your symbols, the events that have historically widened your spreads or moved your levels, everything else hidden. Review monthly which events you flattened for unnecessarily and which "minor" ones hurt.
The calendar tools thread lists the ways tools make it worse. Auto-pop alerts for every medium print train you to flinch all morning. Day-long "avoid trading" colouring after NFP deletes afternoon setups that had nothing to do with the print. Apps that push opinions like "high volatility expected" without showing what's priced in. The fix there was Tier-1 alerts for your pairs only, and timed windows rather than all-day warnings.
Medium-impact data
Two threads make the case that medium data does more quiet damage than red folders. The medium-impact planning thread points out that individual country PMIs, weekly claims or second-tier speakers can move a pair several pips in seconds, and 3 to 5 pips is enough to hit a tight scalp stop. Some medium releases also become high-impact when they're the market's current focus. The "trade after, never through" thread turns that into a rule: no fresh M1 ideas into a medium print for your pairs, a runner only if it's already risk-free, and the same wait-for-structure logic as bigger events with a shorter timer.
The edge cases
The advanced edge cases thread has the ones that keep breaking processes. Clock changes: for a couple of weeks in March and one in late October or early November, the US and UK are on different DST schedules, so 13:30 London US data isn't at 13:30. The yen thread adds that beginners mark every Tokyo headline as Tier-1, trade USDJPY through a BOJ window because "it already moved", and keep EURJPY inventory into a USDJPY event.
For prop accounts, the weekly audit thread aligns the firm's news policy with your own timers on one clock. A reply flags that a firm's restricted list and a public calendar's red events aren't always the same, in either direction.
The green week problem
The most honest thread here is the one about refining the filter after a green week. It held up during losing stretches and got broken after winning ones: blackouts shortened, trades closer to releases, medium events ignored. The confidence made the rules feel too careful. The fix was making the filter harder to edit, not stricter.
Which release has hurt you most that your calendar rated as medium or low?
Threads this pulls from
News filter threads on this board have a common theme: the filter was fine on paper and broken in practice. Nine threads look at why, from calendar tools that make things worse to the filter that only gets broken after a green week. Here's the joined-up version.
Write it down, with thresholds
The "filter I actually follow" thread says the old one failed for years because it lived in a head. The fixed version has three tiers and no extra indicators:
- Tier-1 on the pair: flat from 15 minutes before until the spread snaps back and a re-entry clock runs out.
- Second-tier: only pre-written setups, half size, no new ideas during the spike.
- Everything else: normal rules.
Trim the calendar
The personal calendar thread argues default calendars are noisy. Half the flags don't matter for a GBPUSD scalp, while some orange events still wreck gold. So keep a trimmed version: your symbols, the events that have historically widened your spreads or moved your levels, everything else hidden. Review monthly which events you flattened for unnecessarily and which "minor" ones hurt.
The calendar tools thread lists the ways tools make it worse. Auto-pop alerts for every medium print train you to flinch all morning. Day-long "avoid trading" colouring after NFP deletes afternoon setups that had nothing to do with the print. Apps that push opinions like "high volatility expected" without showing what's priced in. The fix there was Tier-1 alerts for your pairs only, and timed windows rather than all-day warnings.
Medium-impact data
Two threads make the case that medium data does more quiet damage than red folders. The medium-impact planning thread points out that individual country PMIs, weekly claims or second-tier speakers can move a pair several pips in seconds, and 3 to 5 pips is enough to hit a tight scalp stop. Some medium releases also become high-impact when they're the market's current focus. The "trade after, never through" thread turns that into a rule: no fresh M1 ideas into a medium print for your pairs, a runner only if it's already risk-free, and the same wait-for-structure logic as bigger events with a shorter timer.
The edge cases
The advanced edge cases thread has the ones that keep breaking processes. Clock changes: for a couple of weeks in March and one in late October or early November, the US and UK are on different DST schedules, so 13:30 London US data isn't at 13:30. The yen thread adds that beginners mark every Tokyo headline as Tier-1, trade USDJPY through a BOJ window because "it already moved", and keep EURJPY inventory into a USDJPY event.
For prop accounts, the weekly audit thread aligns the firm's news policy with your own timers on one clock. A reply flags that a firm's restricted list and a public calendar's red events aren't always the same, in either direction.
The green week problem
The most honest thread here is the one about refining the filter after a green week. It held up during losing stretches and got broken after winning ones: blackouts shortened, trades closer to releases, medium events ignored. The confidence made the rules feel too careful. The fix was making the filter harder to edit, not stricter.
Which release has hurt you most that your calendar rated as medium or low?
Threads this pulls from
- Calibrating a news filter I actually follow (no new indicators)
- Refining my news filter that is actually followed after a green week
- Building a personal calendar with only events that move your pairs
- Calendar hygiene tools that hurt discretionary scalpers
- Calendar hygiene for discretionary scalpers: advanced edge cases
- Calendar hygiene for prop candidates: weekly audit
- Calendar hygiene for yen specialists: beginner mistakes
- Scalping and the Economic Calendar: Planning Around Medium-Impact Data
- Medium-impact news as a strategy filter: trade after, never through