Macros - Algorithmic Time Windows
What Are Macros?
Macros are recurring 30-minute windows within each session where algorithmic price delivery concentrates. Outside these windows price tends to oscillate or stall. Inside them, directed moves and reversals are more likely to materialize.
They are not the cause of a move. They are the when. The cause is the HTF narrative, the DOL, and the POI. The macro is the window in which the algorithm executes.
Derived from Frank/Zeussy framework.
The Filter Rule
These windows are the only times I consider taking a setup. If price reaches a POI outside of one of these windows, I wait for the next window to open before looking for entry. Not sometimes - every time. This is one of the hardest rules to follow because the setup looks ready, the level is there, and sitting on your hands feels wrong. But entries taken between macros face lower delivery probability and higher chop. The filter exists for that reason.
If a window passes without a clean setup, nothing is lost. The next window is a few hours away.
One calibrated exception: if every other step of the protocol is fully confirmed and a setup appears a few minutes outside the window - particularly during NY AM - that is a judgment call, not a rule break. The NY AM session tends to have stronger delivery than other sessions, and a setup that is two or three minutes early but otherwise clean is different from a setup that is 20 minutes outside with nothing confirmed. With time and screen time, you develop a feel for which windows suit your model and where the edges are. Until then, the rule is the rule: wait for the window.
The XX:45-XX:15 Pattern
All macros open at :45 of one hour and close at :15 of the next. The :45 mark is the opening probe. The :00-:10 range is typically where the main move develops. The :10-:15 range is completion or first retracement.
Macro Windows (All Times ET)
| Session | Window | Note |
|---|---|---|
| London | 2:45 AM - 3:15 AM | HOD/LOD on NQ/ES often sets here |
| London | 3:45 AM - 4:15 AM | Secondary - continuation or first retracement of 2:45 move |
| NY AM | 9:45 AM - 10:15 AM | Primary. 9:30-9:45 is manipulation phase - observe, do not enter |
| NY AM | 10:45 AM - 11:15 AM | Secondary. SMT divergences between NQ and ES often confirm here |
| NY PM | 12:45 PM - 1:15 PM | PM session opener. 1:00 PM candle is the PM reference price |
| NY PM | 1:45 PM - 2:15 PM | Main PM delivery window |
| NY PM | 2:45 PM - 3:15 PM | Final macro before the 4:00 PM close |
Notes
- On FOMC, CPI, and NFP days, the opening macro frequently marks the false run. More patience required before committing to a side.
- If 1-2 cycles within a session have already taken their reference levels, subsequent macros carry lower conviction. When IPDA has reached the daily draw, the remaining windows tend to be lower probability.
For time cycle context and manipulation phases, see TOI.