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Most plans focus on what to trade when setups appear. Few address long stretches when nothing happens.

Boredom is a hidden enemy. After an hour without a setup, standards slip. A marginal pattern starts to look acceptable, and a trade gets taken for the sake of activity.

A plan can include specific activities for quiet periods: review the journal, study a past session, update the economic calendar, read a research paper or leave the desk for a walk.

A rule such as "no trade without all criteria met, regardless of how long since the last trade" prevents the slide.

Tracking the number of trades taken after long idle periods often reveals poor results, supporting the discipline.

Quiet markets are part of the work. The edge belongs to those who can wait without acting.

Some traders also set a minimum gap between trades, such as ten minutes, which blocks the urge to jump at the first mediocre setup.

How is waiting handled here, and what happens to trade quality after a long dry spell?

Dry spells were probably the biggest leak in my trading for a long time. I went back through about six months of my journal last year and marked any trade taken after more than an hour without a setup. Those trades lost money as a group while everything else made money, and they were not rare either, around one in six entries.

What helped was giving the waiting time a job. During quiet stretches I mark up the next session's levels, check the calendar for the following day, and replay one trade from the previous week to see if I managed it properly. It sounds trivial, but it keeps my hands busy with something other than the order ticket.

I also use a hard rule that if ninety minutes pass with nothing, I step away for twenty minutes before I am allowed to trade again. Coming back to the screen fresh, I am much more honest about whether a setup really meets the criteria or just looks acceptable because I am restless.