Which releases usually count as high-impact news?

Each firm publishes or references its own list. Rate decisions, employment reports and inflation data are commonly included, but the list, the window length and the time zone are defined by the firm and should be read in the account's terms.

Can a backtest account for a news restriction?

Yes, if the release times are known: exclude or neutralize the trades inside the windows and recompute. The prop simulation in the desktop does not do this automatically and flags the rule as not simulated.

News trading restriction (prop firm rule)

A news trading restriction is a prop firm rule that forbids opening, holding or profiting from positions during a window around scheduled high-impact economic releases. Its definition of which releases count, how long the window lasts and what happens on a breach varies by firm and by account phase.

Senzoukria · Glossary · Updated September 2026

Common variants

No new positions within a stated number of minutes before and after listed releases.
No open positions at all during the window, so existing trades must be closed beforehand.
Trades are allowed, but profits made inside the window are removed or do not count toward targets or payouts.
Restrictions apply only to funded accounts, only to evaluations, or only to specific releases such as rate decisions and employment reports.
Many firms have no such rule; the absence is also a term to verify.

Why firms impose them

Around major releases, liquidity thins, spreads widen and prices can jump several ticks between trades. On simulated accounts, fills during those seconds can be more generous than a live market would give, and on live accounts, slippage is at its worst. A restriction removes the part of a record that is most likely to be a fill artefact or an unrepeatable gamble. Whatever the rationale, the rule defines which trades count, so a strategy tested without it can overstate what a restricted account would keep.

Checking a strategy against the rule

List the releases the firm names, with their times in the exchange's time zone, and mark every historical trade that was opened or held inside the windows. Recompute the results without those trades, or with their profit removed, according to the variant. If a large share of the profit came from those minutes, the edge on a restricted account is smaller than the backtest shows.

In Senzoukria

The prop firm rule engine cannot verify news restrictions from bars and trade lists; its rule format lists them among the restrictions it marks as not simulated and displays, so that a simulated pass is never presented as covering a rule that was not checked. The news terminal provides what is needed to respect such a rule in practice: an economic calendar with forecast, previous and actual values filtered by impact and country, a list of the releases due in the next twelve hours for the chosen instrument, and macro event lines on the chart's time axis. The autopilot can be limited to a local-time session window and set to flatten when the window closes.

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Frequently asked questions

Which releases usually count as high-impact news?: Each firm publishes or references its own list. Rate decisions, employment reports and inflation data are commonly included, but the list, the window length and the time zone are defined by the firm and should be read in the account's terms.
Can a backtest account for a news restriction?: Yes, if the release times are known: exclude or neutralize the trades inside the windows and recompute. The prop simulation in the desktop does not do this automatically and flags the rule as not simulated.

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