Concept
ICT Macros
ICT Macros are Smart Money Concepts / ICT concepts. The Library holds 3 implementations, each one a working definition you can pull into Quant.
xx:50–xx:10 windows
Top ICT Macros indicators
3 total
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What are ICT Macros?
ICT macros are short, recurring windows of the trading day in which ICT teaching expects a concentrated burst of price delivery — canonically the xx:50–xx:10 shape, opening ten minutes before the top of the hour and closing ten minutes after. Inside a macro the expectation is binary: price either reaches for nearby resting orders (the liquidity pool beyond a recent high or low) or trades back to rebalance an inefficiency such as a fair value gap, and often does one then the other. The most-quoted windows are the New York morning pair, 9:50–10:10 and 10:50–11:10 ET; fuller lists add pre-market, lunch, afternoon, and London windows, not all of which keep the xx:50–xx:10 shape.
The name borrows from programming — a macro as a small stored routine the delivery algorithm is said to execute at fixed times. That premise cannot be verified from public information: no exchange documents such a schedule, and the windows overlap stretches of the session that are busy for mundane reasons, including the cluster of US economic releases at 10:00 ET. The honest reading is that macros are a structured attention model; they say when to expect a sweep-and-rebalance sequence, and their usefulness can be journaled and tested on your own instrument without settling the question of who or what moves price.
How traders use it
- As attention timers: alerts fire a few minutes before xx:50, and the trader watches for a liquidity sweep followed by displacement back inside the range, rather than scanning the whole session.
- As fine timing inside killzones: the killzone sets the tradable hours, the macro narrows execution to the minutes where the expansion is expected to start.
- As a directional read: which side the macro runs first is taken as evidence for the session's draw on liquidity, especially when that run is sharply rejected.
- As a review filter: tagging journal entries by macro window shows whether the times add anything on your market; on instruments dominated by other clocks, they often don't.
ICT macros vs the other ICT time tools
Killzones: Session-scale windows measured in hours that define when to look for setups; macros are minute-scale windows inside them that time the actual burst of movement.
Silver Bullet: A named one-hour setup window (3–4 AM, 10–11 AM, 2–3 PM ET) tied to a specific fair-value-gap entry model; a macro is shorter and model-agnostic: a window of expected delivery, not a trade plan.
ICT Time Anchors: Fixed clock moments (the midnight open, the 8:30 open) whose prices become reference levels; macros are spans of expected movement, not anchor prices.
Related concepts · Time components (→ time-seasonality)
Concept family
Smart Money Concepts / ICT
54 concepts mapped · 50 in the Library
ICT Macros FAQ
What are the ICT macro times?
The most consistently quoted are the New York morning macros, 9:50–10:10 and 10:50–11:10 ET. Fuller lists circulate with 2:33–3:00 and 4:03–4:30 (London), 8:50–9:10 pre-market, 11:50–12:10 at lunch, and 13:10–13:40 and 15:15–15:45 in the afternoon, all New York time. Exact minutes vary between sources and course years, so treat any published list as convention to verify rather than specification.
What is price supposed to do during a macro?
One of two things, in the ICT reading: run out to nearby resting liquidity (stops beyond a recent high or low) or trade back to rebalance an inefficiency such as a fair value gap, and frequently one after the other. That is an expectation, not a guarantee: plenty of macro windows pass in quiet consolidation, particularly away from the most active index-futures hours.
Do ICT macros work on forex and crypto?
The windows are defined on the New York clock and anchored to US index-futures activity, so they translate best to markets sharing that rhythm. Forex traders mostly use the London and New York morning windows; on 24/7 crypto, where nothing closes, overnight and weekend windows lack the session activity the times were built around and cannot be assumed to behave the same way. Test the windows on your instrument before trusting them; the times are borrowed, not native.
Build ICT Macros your way.
Quant writes, tests, and refines it with you — then it runs on LuxAlgo charting or ports to TradingView.