Table of Contents
This interview flips the script on the Titans of Tomorrow crew: the show’s own host sits in the hot seat to unpack how he actually trades—why “restricted is profitable,” what the London open really offers, and how trade management can outperform identical entries over a 100-trade sample. It’s a candid, fast-moving conversation about SMC roots, trend alignment, and the real reason many traders lose after their winners—hint: death by a thousand unmanaged losses.
Read on to learn a simple, beginner-friendly playbook: how to structure a London-open framework, qualify supply/demand zones, and use “inducement” as your north star so you stop trading inflection points that flip your bias. You’ll also see exactly how to place partials, avoid analysis paralysis, and build a data-driven edge that turns a few good trades into a consistent equity curve—without getting outperformed by a chicken.
Waqar Asim Playbook & Strategy: How He Actually Trades
Market Framework: the simple structure that keeps you out of chop
You don’t need a dozen indicators—you need a clean way to read trends and locate where traders are trapped. This section gives you a repeatable top-down map so you only act where the market is likely to pay you.
- Start top-down: mark weekly and daily swing structure; trade only in the direction of the most recent break of structure until that swing is invalidated.
- On the 4H/1H, define the active impulse leg and draw a premium/discount using that leg, not an arbitrary anchor.
- Bias flips only if the HTF invalidation wick/body is closed through; wicks alone don’t force a flip.
- If the price is mid-range (40–60% of the leg), skip. Force trades only at extremes or after a fresh impulse.
Sessions & Instruments: fish where Waqar fishes
Volatility is session-driven. Waqar keeps a London-first view on majors and a New York extension/reversal lens for indices and gold. Pick instruments that actually move when you’re at the screens.
- London focus for GU/EU/GJ; New York focus for XAUUSD, US100/US500, and UJ.
- Trade the first 90 minutes of your session; extend only if a valid higher-timeframe level hasn’t been touched yet.
- If 20-day ADR is compressed (>20% below its 6-month average), halve the size or stand down.
Daily Game Plan: a 15-minute premarket routine
A fast checklist beats a messy watchlist. This is your morning blueprint, so you begin with a plan, not a hope.
- Mark yesterday’s high/low and the daily open; note which one has cleaner external liquidity pools.
- Identify two HTF levels where you’d be willing to trade and two where you refuse to trade.
- Write one sentence: “If price sweeps X and returns inside Y, I’ll take Z direction with risk R.”
- Pre-commit max trades (2) and max risk per day (0.75–1.0R total).
Core Setup: liquidity sweep → inducement → FVG/OB
Waqar’s entries revolve around liquidity and displacement, not random candlesticks. You’ll wait for a sweep, a strong push, and a clean pocket to join.
- Wait for a sweep of an obvious high/low (equal highs/lows, session high/low, previous day levels).
- Demand displacement: an impulsive candle cluster that closes beyond the internal range.
- Map the first fair value gap (FVG) or refined order block (OB) formed by the displacement leg.
- Enter the first mitigation into that FVG/OB with HTF confluence (trend + premium/discount).
Execution Timing: let price come to you
Impatience kills R-multiples. This keeps you from chasing and centers entries at asymmetric locations.
- Set a limit at the 50–66% mitigation of the FVG/OB; no market orders after the move already run.
- If price taps within 0.2R of your stop and bounces, keep the order; if it closes through the level, cancel and wait for the next setup.
- Only one entry per leg; if you miss it, stand down until a new sweep + displacement appears.
Risk: size like a professional, survive the week
Risk is the one lever you fully control. This block hard-codes your survival and consistency.
- Fixed fractional risk per trade: 0.25–0.5% for normal days; 0.15–0.25% during news or ADR compression.
- Hard daily loss cap: 1R or two losing trades—whichever hits first.
- Stop placement: beyond the structural invalidation (the sweep origin), not “x pips.”
- If spread > 25% of planned stop, skip; poor conditions void good setups.
Management: mechanical partials that bank R
Good entries can still be mismanaged. Use mechanical rules so emotions don’t rewrite your plan mid-trade.
- First partial at +1R (25–33% off); move stop to breakeven only after a close beyond the internal range.
- Second partial at the opposing internal range edge or the next HTF liquidity pool (+2R to +3R typical).
- Trail behind swing structure on the execution timeframe; never trail by fixed pips.
- If price returns to entry after +1R without making a new structure, scratch at breakeven.
Continuation vs. Reversal: choose the right play
Not every sweep means reversal. This clarifies when to fade and when to ride the trend for extensions.
- Continuation: displacement aligns with HTF trend and occurs from discount (for longs) or premium (for shorts); target external liquidity (prior day extremes).
- Reversal: double sweep (current session + previous session) followed by HTF break of structure; aim for the opposite side of the range, not hero targets.
- If the first pullback after displacement is shallow (<38%), expect momentum continuation; manage tighter.
News & Volatility Windows: use the calendar as a filter
Catalysts reshape order flow. This section prevents you from trading into a blender.
- Flat 15 minutes before high-impact releases on your instrument; re-enable only after a clean post-news displacement sets a new leg.
- If the first move post-news is a wick through both sides (range expansion both ways), stand down that session.
- On central-bank days, reduce size by 50% or switch to clear-trending instruments only.
Multi-Timeframe Refinement: zoom without getting lost
Refining entries is powerful when HTF and LTF speak the same language. This prevents over-refinement that snipes you out.
- Bias: Weekly/Daily; leg and zones: 4H/1H; execution: 15m/5m (rarely 1m unless spread is tiny).
- Only refine if displacement remains obvious on the execution timeframe; if it looks choppy, keep the higher entry.
- Never refine stop below the structural invalidation; smaller stops aren’t better if they break the logic.
Playbook Targets: where the money actually sits
Targets should be objective pools where stops and breakout orders cluster. This is how you avoid random take-profit lines.
- Primary: opposing external liquidity (session or prior day high/low).
- Secondary: unmitigated OB/FVG left behind by the opposing leg.
- Tertiary: round numbers (00/50) only when they coincide with a pool, not as standalone targets.
Scaling Rules: add only when the market invites you
Adding to winners compounds R—but only when the structure supports it. These rules keep ads clean.
- Adding a new displacement in your favor creates a fresh FVG/OB, and price returns to mitigate it.
- Each add must reduce average risk: after moving the initial stop to breakeven and banking at least 1R.
- Maximum of one add per leg; no pyramids in chop or pre-news.
Playbook for Common Instruments: quick parameter tweaks
Different markets rhyme, not copy. Use these small adjustments so your rules fit the instrument.
- GU/EU: respect session highs/lows; manage partials faster due to frequent mid-session reversions.
- XAUUSD: require stronger displacement (large body candles); widen buffer beyond OB by a tick to avoid micro-stop hunts.
- Indices (US100/US500): anchor to the cash open; prioritize continuation plays after opening drive structure prints.
Journal & Metrics: track what actually pays you
You can’t improve what you don’t measure. This block makes your journal actionable and keeps your edge honest.
- Log five fields per trade: setup tag, session, R-multiple planned vs. realized, management notes, and screenshot of sweep→displacement→mitigation.
- Weekly metric: win rate by setup tag, average R by instrument, and MAE/MFE to check if stops/targets fit reality.
- If a setup tag nets <0.3R per trade over 25 samples, cut or re-spec it before taking another live trade.
Behavioral Guardrails: protect the edge when emotions spike
Discipline is a system, not a mood. These rules box you in so one tilt can’t erase a week.
- If you break any rule, the next session is sim only; earn live risk back with two sim trades that follow the plan.
- “One more trade” is auto-ban: when the daily cap hits, the platform closes.
- If you feel the need to revenge trade, set a 20-minute timer before you can place another order; most impulses pass.
Weekly Process: keep the loop tight and repeatable
Edge compounds when your review is just as structured as your entries. This cadence keeps improvements steady.
- Sunday: mark HTF swings and two-way scenarios for your top three instruments.
- Midweek: remove dead levels; keep the chart clean with only the active impulse and its zones.
- Friday: tag your trades, compute weekly R, and write one process fix to test next week.
Waqar Asim’s Two-Line Ruleset: your pocket checklist
When in doubt, keep it short. This mini-script is the fast filter before you click.
- “No sweep, no displacement, no trade.”
- “If HTF bias and session flow don’t agree, I pass.”
Size Risk First: Allocate by volatility, not conviction or charts.
Waqar Asim starts by killing the myth that confidence equals size. He sizes to the instrument’s current volatility, not to how “good” the setup feels. That means position size flexes with ATR and session range, so a quiet market gets smaller bets and a hot market gets proportionally tighter stops, not bigger egos. Waqar Asim’s point is simple: volatility decides your exposure, and your conviction only decides whether you trade at all.
He also stresses keeping daily and per-trade risk fixed in percentage terms, then using volatility to calculate units, not the other way around. If volatility doubles, unit size halves; if spreads widen into news, he reduces exposure or stands down. By anchoring to risk-of-ruin math rather than chart aesthetics, Waqar Asim turns randomness into a controlled cost of doing business. The result is smoother equity, fewer death spirals, and a mindset where “protect R” beats “protect pride.”
Mechanics Beat Predictions: Trade rules, not opinions, every single session.
Waqar Asim treats forecasts like background noise and mechanics like the job. He shows up with a checklist, not a hunch, and lets predefined triggers decide whether he’s a buyer, a seller, or flat. If the market doesn’t print the pattern, he doesn’t invent one; no setup, no trade. The edge lives in repeating a tested sequence, not guessing the next headline.
For Waqar Asim, mechanics mean entry only after clear conditions—think liquidity sweep, displacement, then a clean mitigation—not before. Management is equally rule-based: first partial at a fixed multiple, stop to breakeven only after structure confirms, and no second chances if invalidation prints. The clock is a rule too—trade the first 60–90 minutes of the session and close the platform when the daily stop is hit. Opinions change minute to minute; the playbook runs the same way every day.
Diversify Smart: Underlying, strategy, and duration—not a redundant signal.s
Waqar Asim doesn’t diversify by adding more of the same; he diversifies by changing the game. That means mixing uncorrelated underlyings (GU vs. XAUUSD vs. US100), alternating playbook types (continuation vs. reversal), and staggering holding periods (scalp, intraday, swing) so one chop regime can’t sink everything at once. If two setups fire from the same narrative and timeframe, he treats them as one bet, not two.
He tags every trade by underlying, strategy archetype, and duration, then throttles exposure when tags overlap. If GU and EU print the same liquidity sweep at London open, Waqar Asim sizes the basket as a single risk unit or takes only the cleaner one. He also rotates toward the instrument with expanding ADR and away from the one compressing, keeping correlation low and payoff high. The goal isn’t “more trades”; it’s independent edges that smooth the equity curve.
Define Your Risk: Cut losers mechanically, let structured winners extend.
Waqar Asim treats risk as a line in the sand, not a suggestion. Every trade has a pre-declared invalidation—usually beyond the sweep origin or structural pivot—so the stop isn’t arbitrary pips but logic-based protection. If that invalidation is touched, he’s out without negotiation; slippage is part of the business, not a reason to widen. He’ll also pre-check spread and news windows; if the stop would sit inside a noisy microstructure, he either widens with reduced size or skips entirely.
For winners, Waqar Asim avoids capping potential with random take-profit lines. He scales out mechanically at +1R and +2R, then lets structure guide the remainder toward the next external liquidity pool. Stops trail behind fresh swing structure only after the market proves continuation, never before. The result is simple: small losses that arrive fast, and winners that have room to breathe when the market is actually paying.
Build Process Discipline: Pre-plan entries, management, and daily stop limits.
Discipline isn’t a mood; it’s a checklist that runs your day before price does. Waqar Asim opens with a written plan: what counts as an entry, where invalidation sits, and exactly how he’ll take partials if the trade works. He commits to a maximum number of trades and a hard daily loss cap, so temptation can’t negotiate with him mid-session. If the plan and the tape disagree, the plan wins, and he stays flat.
During execution, Waqar Asim follows timing rules as strictly as price rules—trade window on, platform off when it closes or the cap hits. He writes one sentence after each trade stating whether he followed the plan; green for yes, red for no, with no excuses. Any rule break triggers a cooldown and a sim-only session to earn back discipline before risking capital. The payoff is consistency: fewer impulse clicks, cleaner data, and an equity curve that reflects process, not mood swings.
The big takeaways are simple and undefeated: trade with trend, qualify your levels, and let the session do the heavy lifting. Waqar Asim shows how the best points of interest aren’t random boxes—they’re built from depth, duration, and clear inducement inside the zone, then confirmed by imbalance and a lower-timeframe break-and-mitigation before you act. He leans on session structure—especially London—to combine a sweep of Asia highs/lows with trend alignment, then executes at the open with a predefined stop, proving you don’t need ten indicators when you have clean context and timing. The core engine is sweep → displacement → mitigation, with the lower-timeframe confirmation non-negotiable; if that last piece is missing, he stands down even when nine of ten boxes are ticked.
Equally important is how he thinks about mechanics and risk. Waqar balances a ruleset with “data-driven discretion”: windows can flex a touch if every other criterion is present, but structure and confirmation still govern the trigger. He manages profit by recognizing which confluences earn extension—trend plus inducement point toward TP2 behavior—while lighter setups are handled as TP1 reactions. And he warns against “solving” low entry frequency by inflating stops: doubling the stop halves your reward and ripples through the entire system’s expectancy. Put together, the lesson is durable: protect structure with objective invalidation, insist on confirmation, and let the session and confluences decide whether you bank a quick TP1 or press for the external liquidity run.
