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session-profiler

Analyze trading sessions to compute per-session statistics and volatility profiles.

10|2|Updated Mar 8, 2026
Search Tags:#analyze#volatility#ohlcv#market-timing#trading-sessions#session-timing#killzones
One-click install
npx skills add https://github.com/mahmoud20138/Tradecraft --skill session-profiler
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: session-profiler
Source: https://github.com/mahmoud20138/Tradecraft/tree/main/plugins/tradecraft/skills/session-profiler
Command: npx skills add https://github.com/mahmoud20138/Tradecraft --skill session-profiler

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Statistical analysis of major trading sessions to identify when markets are most active and where volatility concentrates.

Core Features & Use Cases

  • Session definitions and timing windows for Tokyo, London, New York, and overlaps.
  • Per-session statistics: average range, bullish/bearish proportion, typical bars, volume.
  • Open-pattern analysis around London and New York opens; killzones concept.
  • Session-based guidance for timing trades and risk calendar planning.

Quick Start

Load OHLCV data with timestamps and run the session profiler to view per-session statistics.

Frequently Asked Questions about session-profiler

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze trading session volatility using OHLCV data?▼

Trading session volatility is analyzed by loading historical OHLCV data with timestamps to compute per-session statistics, peak periods, and hour-by-hour volatility profiles for major markets like Tokyo, London, and New York.

What are killzones in market timing and how do I identify them?▼

Killzones in market timing are specific high-volatility windows around session opens. You identify them by running historical OHLCV data through a session profiler to analyze open-pattern characteristics around London and New York market opens.

Can I calculate per-session statistics for Tokyo, London, and New York overlaps?▼

Yes, you can calculate per-session statistics for Tokyo, London, New York, and their overlaps by applying a session profiler to your price data to output average range, bullish/bearish proportion, typical bars, and volume.

Does session timing analysis require volume data to work?▼

Session timing analysis requires OHLCV data with timestamps to function properly. Volume data is optional but recommended, as it enhances the per-session statistics and provides deeper insights into market activity concentration.

What is the best way to profile historical market opens for risk calendar planning?▼

The best way to profile historical market opens for risk calendar planning is to analyze historical trading sessions with OHLCV data to reveal timing patterns, session-open patterns, and volatility characteristics across major markets.

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