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In this candid sit-down from Bali, a full-time professional trader breaks down how he plans, waits, and executes—live on stream—while a host presses him on why the approach works. You’ll hear how two ex-medics traded the London and New York sessions with surgical precision, why sharp entries make risk management easy, and how environment and work ethic shape performance. The guest draws a hard line between being an analyst who “can call the market” and a trader who executes with conviction, data, and timing windows.
Read on to learn the simple “trifecta” the trader uses—time, inducement, and lower-timeframe confirmation—plus how he scales around a 1:3 risk-to-reward, journals with data, and thinks like a casino to sidestep gambler bias. If you’re new, this piece will show you what to trade (fewer markets), when to strike (session windows), and how to keep your head when a setup does everything you predicted… except trigger your entry.
Waqar Asim Playbook & Strategy: How He Actually Trades
Core Edge: Liquidity + Inducement, Executed on Lower Timeframes
This is the backbone: Waqar hunts where orders are sitting, then waits for the market to tease (induce) early entries before reversing. He executes on M1–M5 to time risk tightly without guessing macro direction.
- Trade the intrasession move (London and New York) rather than multi-day swings.
- Focus on a small basket (e.g., EURUSD, GBPUSD, XAUUSD) to learn each instrument’s “personality.”
- Define your bias from the HTF structure (H1/H4), but time entries on M1–M5.
- Only act when an inducement forms near a logical liquidity pool (prior highs/lows, session extremes, Asian range).
- If there’s no inducement + confirmation, do nothing—flat is a position.
Daily Prep: Build a Plan Before Price Moves
Before the open, Waqar maps where liquidity likely sits and what news could distort the move. This prework limits noise, shortens decision time, and keeps executions consistent.
- Mark yesterday’s high/low, Asia range high/low, and the most recent 4H swing points.
- Draw the “expected path”: expansion → fake move (inducement) → reversal → continuation.
- Note scheduled high-impact news; either stand down 5–15 minutes before/after or reduce size.
- Set “no-trade” zones: mid-session chop, overlapping levels, or when spreads blow out.
- Decide your A-setup criteria (see below) and write them where you’ll see them during the session.
The Inducement Model: What You Need to See
Not every sweep is a reversal. Waqar differentiates a simple liquidity run from a true inducement by demanding a tell before entry. That keeps you out of random fades.
- First, identify resting liquidity (equal highs/lows, obvious swing points, session high/low).
- Wait for a stop run through that liquidity into a nearby HTF zone (supply for shorts, demand for longs).
- Require confirmation on LTF:
- A fast rejection or displacement away from the sweep, and
- A micro break of structure (BOS) back inside the range.
- Entry: on the first clean pullback to the LTF breaker/OB after confirmation.
- Stop: a few ticks/pips beyond the sweep extreme (invalidate quickly).
- Target: first liquidity pool in the opposite direction; baseline 1:3 R: R.
Time Windows: When He Actually Pulls the Trigger
Timing compresses risk. Waqar concentrates risk during predictable volatility bursts so he can keep stops small and targets realistic.
- London focus: from the pre-London liquidity grab through the first 90–120 minutes of London.
- New York focus: NYSE/NY futures open window and first 60–90 minutes.
- Avoid midday churn; re-engage only if NY forms a fresh inducement after a clear morning leg.
- If the day’s first clean A-setup hits the target, reduce the size or stop for the day.
Risk Sizing & Management: Small Risk, Clean Math
The math must carry you, not hope. Waqar’s playbook centers on fixed risk and systematic partials, so a few winners drive the week.
- Risk per trade: 0.25%–0.75% (newer traders stay at the low end).
- Daily max loss: −2R; weekly max loss: −6R—stop trading when hit.
- Scale plan: partial at +1R to reduce stress, move stop to breakeven after structure confirms, hold remainder for +2R to +3R.
- Never widen stops; invalidate or re-enter on a new inducement if criteria reappear.
- One instrument, one idea at a time—avoid correlated exposure that doubles true risk.
A-Setup Checklist: Green-Light Conditions
This is the yes/no gate. If any box is unchecked, it’s not an A setup and doesn’t deserve real risk.
- Bias aligned with HTF context (no counter-trend unless it’s a session open reversal with clear inducement).
- Fresh liquidity run through a noted pool (not already “used”).
- LTF displacement + BOS back inside range.
- Clean pullback to the origin of displacement; no overlapping news in the next 10 minutes.
- Risk: reward ≥ 1:2.5 to first logical target; spread acceptable; execution venue stable.
Trade Management: During the Move
Entries are only half the job. Waqar manages based on structure, not P&L, to stay objective when candles speed up.
- If price stalls at the first trouble area, take partial and trail behind the new LTF swing.
- If a second inducement forms in your favor, consider an add-on with independent risk.
- If structure fails (new highs on a short after your entry), exit—no “hope holds.”
Post-Trade Review: Build an Edge With Data
The journal is how the next trade gets better. Waqar tracks what led to winners and exactly where losers broke rules.
- Log: instrument, session, setup type, screenshots (inducement/sweep, displacement, entry), R planned vs. realized.
- Tag common failure modes (late entry, no BOS, news interference, chasing) and set weekly fixes.
- Keep a running win rate and average R by setup; only scale risk on setups with stable stats over 30–50 samples.
Psychology: Act Like a Casino, Not a Prophet
He doesn’t predict the day—he prices the day. Treat each setup like a bet with fixed odds and walk away when the math isn’t there.
- Pre-commit to max trades per session (e.g., two A-setups, one B-setup at half risk).
- After a loss, take a 10-minute reset; re-evaluate the plan before re-entry.
- Never “revenge fade” a trend—if your inducement failed, the other side has flow.
- Protect your A-game: sleep, environment, and routine are part of your edge.
Tools & Chart Markups: Keep It Simple
Fancy tools don’t replace clear logic. Waqar prioritizes a minimal chart so the key signals stand out.
- Timeframes: H4/H1 for context, M15/M5 to frame the zone, M1/M2 for execution.
- Levels: yesterday’s H/L, Asia range, session open lines, visible swing liquidity.
- Alerts at prospective inducement zones; remove clutter that tempts impulse trades.
- Record the screen during session windows for later micro-structure review.
Play-By-Play Template: From Open to Close
Use this script to stay systematic from bell to bell. Read it out loud before you trade.
- Pre-open (15–30 min): mark liquidity pools; set alerts; confirm news.
- Open (0–30 min): wait for the first sweep/inducement; no market orders without confirmation.
- Post-sweep (30–90 min): take the pullback into the displacement origin; manage for +1R partials and +2R–3R targets.
- Midday: stand down unless a truly new inducement forms with space to target.
- Close: finalize journal; tag mistakes; set tomorrow’s watchlist.
Size Risk First: Fixed R Multiples and Hard Daily Loss Caps
Waqar Asim starts with risk, not charts. He fixes his risk per trade in R—small, consistent percentages—so every setup is priced before a single candle prints. That way, a losing streak is just math, not a meltdown. The edge isn’t prediction; it’s knowing exactly what one loss, two losses, or three losses will cost.
He also sets hard daily loss caps and respects them like a margin call. Hit the cap, he’s done—no “one more try,” no doubling down, no widening stops to make the idea “work.” Winning days compound because the losers are pre-contained, and the distribution gets cleaner over weeks, not minutes. By sizing first and capping the day, Waqar Asim lets a few solid winners carry the month without a single bad afternoon blowing it up.
Trade Volatility Windows, Not Opinions: Session-Timed Entries and Exits
Waqar Asim builds his day around when the market actually moves, not when he feels like trading. He concentrates risk during the London and New York opens, where liquidity grabs and expansions are most likely. The goal is simple: let scheduled volatility create the opportunity, then time entries on the first clean pullback after a sweep and displacement. Opinions about direction are secondary to the clock and the tape.
He avoids the low-energy middle of the day and treats re-entry only if a fresh inducement sets up in a later window. Exits are time-aware too—partial at the first trouble area, flat by the end of the session if targets haven’t hit. By anchoring execution to volatility windows, Waqar Asim keeps stops tighter, targets closer, and decisions faster. The result is fewer trades, higher quality, and a smoother equity curve driven by time, not ego.
Diversify by Instrument, Strategy, and Hold Time to Smooth Equity
Waqar Asim doesn’t rely on one market or one tactic to carry his month. He spreads risk across a small, well-known basket—think a major FX pair, a metal, and an index—so a slow day in one doesn’t stall the whole plan. Within that basket, he rotates between a few mechanical setups (open-range reversal, continuation after pullback, news fade) based on what the session is actually offering. The mix matters more than the hero trade; correlation control is the hidden edge.
He also diversifies by duration: quick intrasession plays when volatility is hot, and occasional holds into the next window only when structure and stats justify it. This way, variance from one strategy or timeframe is cushioned by the others, keeping drawdowns shallower and recoveries faster. Waqar Asim tracks results per instrument and per setup, promoting what’s working and benching what’s not—no loyalty, just numbers. The outcome is a steadier equity curve powered by complementary exposures rather than a single bet.
Follow Mechanical Setup Rules; Stop Predicting, Start Executing the Plan
Waqar Asim treats his playbook like a preflight checklist: bias, liquidity sweep, displacement, pullback, execute. If one box is blank, he doesn’t “wing it” with a hunch—he stands down. The point isn’t being right about direction; it’s being consistent about conditions. When the pattern appears, he follows the rules in order and sizes the trade exactly as planned.
That discipline continues after entry. Waqar Asim manages the position by structure triggers—partials at the first trouble area, stop to breakeven only after a confirmed break, and no widening of risk under any circumstance. If the market skips a step or the tape turns sloppy, he exits and waits for the next qualified look. Rules remove the guesswork and keep his edge repeatable across days, instruments, and moods.
Prefer Defined Risk Structures; Tame Undefined Risk with Strict Management
Waqar Asim builds every idea around a hard invalidation, so risk is known before entry. He defines risk with a tight, structure-based stop just beyond the sweep extreme and sizes the position to a fixed R so one loss equals one unit—never a surprise. If slippage or spread widens at the trigger, he either reduces size on the spot or passes; the trade must fit the box, not the other way around.
Undefined risk still exists—news spikes, liquidity vacuums, platform hiccups—and that’s where Waqar Asim leans on strict management. He places protective stop orders server-side, avoids holding through high-impact releases unless it’s an explicit plan, and uses a maximum adverse excursion rule to flatten early when tape behavior breaks. Partial out at the first trouble area, stop to breakeven only after a clean structural break, and no averaging down—ever. This way, the risks he can define are boxed, and the ones he can’t are capped by rules that act faster than emotion.
In the end, Waqar Asim’s edge is simple to describe and hard to execute: be a trader, not an analyst; wait for your pattern; strike when time, inducement, and lower-timeframe confirmation align. He treats precise entries as a stress reducer—tight invalidation, easy breakeven, clean risk-reward—rather than chasing mid-range noise that’s hard to manage. The “trinity” is non-negotiable—time window, inducement, LTF confirmation—and if one piece is missing, he passes, even when the price later does exactly what he predicted. When the trifecta appears, he executes, partials around 1:3 R: R, and lets math—not ego—carry the day.
He builds systems around primary drivers, not correlations, and insists that discipline is the real separator between traders and gamblers. That discipline shows up as saying “no” far more than “yes,” reserving capital and emotion for the great opportunities instead of every readable move. Session timing, liquidity sweeps, displacement, and a rules-first playbook turn ordinary concepts into a repeatable process. Do that consistently, and you stop building faith in random outcomes—and start compounding an actual edge.
