WS Time-Based Entry Model

Discover the WS Time-Based Entry Model, an SMC strategy for Forex and Indices. This model focuses on optimal entries using market structure, liquidity, and spec

Published · Updated · Methodology: SMC

Part of: ICT Kill Zones & Sessions

  • Methodology: SMC
  • Content type: strategy
  • Timeframes: 5 minutes, 15 minutes, 1 hour, 3 hours, 4 hours, 6 hours, 12 hours
  • Markets: Forex, Indices

Source video

Decoded from: ENTRY TYPES || WS TIME-BASED ENTRY MODEL by Will Street — watch the original

Key timestamps:

  • 0:47 - Logic behind entries explained
  • 1:50 - Trading only on the buy side of the curve (or sell side)
  • 2:18 - Dividing the chart into quarters for optimal entries
  • 4:00 - High time frame right and 9:15 AM high creation
  • 4:55 - First entry: most optimal (turtle soup/high time frame right)
  • 5:30 - Second entry: order block
  • 6:30 - Stop loss placement for optimal entry
  • 7:00 - Stop loss placement for second entry (order block)
  • 7:30 - Last entry: low time frame right on the last quarter
  • 7:40 - Every entry is an exit
  • 10:00 - London session example, 4 AM low creation
  • 11:00 - Exit at 5 AM higher high (first entry)
  • 11:30 - Exit for order block entry
  • 13:00 - News impact on trading
  • 14:00 - Exit at 9 AM higher high
  • 16:00 - Stop loss placement for short entry
  • 16:45 - Exit at next hour lower low
  • 18:00 - Continuation model introduction
  • 20:00 - Economic calendar as a time-based entry model

Strategy overview

A time-based entry model inverts the usual order of a setup: instead of scanning for a pattern and then checking whether the clock allows it, it fixes the window first and only then asks what shape price is making inside it. That inversion is the whole premise of this Will Street entry, whose chapter index spends its first minutes on framing — the side of the curve being traded, and the division of the chart into quarters — before either named entry type appears near the five-minute mark.

Read in order, the markers describe two filters standing in front of the pattern rather than beside it. Committing to only the buy side (or only the sell side) of the curve is a directional gate applied before any candle qualifies, and quartering the chart is a partition of time applied before any level matters. What follows — turtle soup at 4:55, the order block at 5:30 — arrives already ranked, with the first labelled the more optimal of the two. A ranking is a statement of preference among entries, not a statement about how often either occurs or what either returns, and the index gives no basis for reading it as the latter.

The recorded fields are consistent with that framing and incomplete in one specific way. No indicators are listed, which is native to an SMC read built from price and time alone; seven timeframes are, spanning 5 minutes to 12 hours, and quartering is a scale-relative operation, so the same division produces very different windows across that span. The single absolute clock reference in the index is a 9:15 a.m. high, and the entry does not record which market's session that hour belongs to — the one detail a time-anchored model cannot be transposed without. No structured rule set was extracted for this entry, so what follows on this page is the concept and the source video rather than a decoded specification.

Topics

ws time-based entry model · smc strategy · forex strategy · indices trading · pine script · tradingview strategy · price action · liquidity trading · 5 minute strategy · 15 minute strategy · swing trading · ict trading · time-based trading strategy

Frequently asked questions

What is a time-based entry model?

It is an approach that defines when an entry may be taken before defining what it looks like — the session window, or a segment of it, acts as a filter that price patterns must fall inside to qualify, rather than the pattern being valid at any hour.

What does dividing the chart into quarters mean?

Quartering splits a chosen period — a session, a day, a week — into four equal blocks of time, so that behaviour can be described by which block it occurs in. Because it divides time rather than price, the size of each quarter depends entirely on the period and timeframe it is applied to.

Why would a strategy trade only the buy side or only the sell side of the curve?

Restricting to one side is a directional gate: it commits to a bias in advance and discards signals in the opposite direction, which reduces the number of qualifying setups in exchange for not taking trades against the chosen premise.

Does this page contain the full rules of the entry model?

No — no structured rule set was extracted for this entry, so the page covers the concept and points to the Will Street source video rather than reproducing a rule-by-rule specification.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

Strategy Decoder catalogs 2,229 decoded strategies. Each one is extracted with confidence scoring, cross-linked to the indicators it uses, and kept up to date as new videos are processed daily. Load this page with JavaScript enabled to use the interactive tools, or start from the strategy explorer to filter by methodology, market and timeframe.

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