Getting back to the London open after two weeks of holiday

[FXS London Scalper]

Many traders find their first week back after a break is their worst. A structured warm-up is a simple alternative to jumping straight in.

A three-step version:

• Days 1 and 2: watch the open only. Mark the setups you would have taken, place no orders.
• Day 3: half size, maximum three trades.
• Day 4 onwards: normal size if days 1 to 3 showed you're reading the chart the way your journal says you should, meaning the marked setups match your rules.

Why it helps: after a break, reaction time is usually fine, but patience isn't. You want trades. The watch-only days let that urge burn off without costing money. They also show whether the market changed while you were away, for example a different volatility regime.

How to check whether it works for you: compare the R of your returning weeks with and without the warm-up. You won't have many returning weeks a year, so keep notes on each one, including how many trades you took compared with a normal week. Fewer trades is often where the improvement comes from.

What do you do on the first days back?

[Amanhasnoname]

I used to lose money in the first week after every holiday and never connected it to the break until I looked at my journal. After about ten days away I would take double my normal trade count in the first two sessions, and most of those were marginal. The watch-only days in your plan sound close to what finally fixed it for me.

My version is slightly different. On the first morning back I open the platform and do a review of the last week of screenshots before the London open, then I trade only the first setup of the session at half size. If that one follows my rules I allow a second. This gives me something to do with the energy, and it keeps the first losing trade from turning into revenge entries.

You are right that fewer trades is where the improvement shows up. After I started this, my first weeks back showed around 40 percent fewer trades than normal, and the average result per trade was clearly better, even though the total was smaller.