Market On Close Macro
Also: MOC Macro, MOC, market on close algorithm, 3:45 macro, MOC run
The Market On Close (MOC) Macro is a specific algorithmic price delivery window occurring from 3:45 PM to 4:00 PM Eastern Time during the Regular Trading Hours (RTH) session. During this 15-minute window, the algorithm executes a scripted price run toward the most accessible remaining liquidity pool of the day — buy-side liquidity (relative equal highs, old session highs) or sell-side liquidity (relative equal lows, old session lows) — before the 4:00 PM RTH close. ICT describes the MOC Macro as "a script where price will start ripping for liquidity" — it is not a discretionary move but an automated directive that runs regardless of the broader intraday bias. The target is the most obvious, low-hanging liquidity that has not yet been reached in the session. Key characteristics: - Time window: strictly 3:45 PM to 4:00 PM ET (15 minutes, not 20 minutes like most macros) - The target is identified by scanning for the most accessible liquidity pool remaining on the intraday chart at the time the macro begins - Price delivery is described as "like a multiplication table" — predictable and mechanical when conditions are met - The run may be bullish or bearish depending on where remaining liquidity sits - Once the liquidity target is reached, the MOC macro is complete; price may reverse sharply at the 4:00 PM close The MOC Macro is distinct from the broader 3:00–4:00 PM "final hour macro" window (see time-macros.yaml). The final hour macro is a 60-minute window for the PM session reversal or continuation; the MOC Macro is the last 15 minutes of that window — the terminal algorithmic run before RTH close. The 3:45 PM timestamp also serves as the expiration time for the First Presentation FVG (see first-presentation-fvg.yaml), confirming its role as the session close trigger in the 2025 framework.
Identification5
- Mark 3:45 PM ET as a vertical time reference on the intraday chart daily.
- At or before 3:45 PM, identify the most obvious remaining liquidity pool for that session: relative equal highs (buy-side) or relative equal lows (sell-side).
- The liquidity target should be the lowest-hanging, most visually obvious level — the algorithm targets predictably accessible liquidity.
- A valid MOC Macro run begins at or shortly after 3:45 PM and reaches (or approaches) the identified liquidity target before 4:00 PM.
- Use a 1-minute chart to observe the run in real time.
Entry3
- An inversion FVG formed earlier in the session can provide a low-risk entry point at the onset of the MOC Macro.
- Enter in the direction of the identified liquidity target; stop beyond any structurally invalidating level.
- The MOC Macro's short duration (15 min) requires precise entry — do not enter if price has already traveled a large portion of the expected move before 3:45 PM.
Stop2
- Stop placement on the near side of the inversion FVG or entry PD array used.
- Given the 15-minute window, use a tight stop — the move is mechanical and fast when it works.
Target2
- The pre-identified liquidity pool (relative equal highs or lows) is the primary target.
- If the liquidity pool is distant, a partial at the CE of a nearby FVG before the close is acceptable.
Invalidation3
- If price does not move directionally between 3:45–4:00 PM, the MOC Macro did not trigger for that session — do not trade.
- Manual intervention events (late-day FOMC announcements, emergency news) can distort the MOC Macro.
- If the most obvious liquidity target has already been reached earlier in the session, the MOC Macro may target a secondary level.
Inferred Conditions (Unvalidated)
- The MOC Macro is the algorithmic mechanism ICT references when noting that the 'daily high was already set' earlier in the session — the macro confirms or extends the session's liquidity sweep before close.
- In the 2025 model, the MOC Macro is consistently referenced as one of the named algorithmic scripts the algorithm runs daily, alongside the Lunch Macro and the Silver Bullet.
- The First Presentation FVG expires at 3:45 PM, the same time the MOC Macro begins — this temporal alignment is not coincidental; the 3:45 PM timestamp marks the transition from intraday reference to close-driven delivery.
ICT Quotes
"at 345 to four o'clock. That's our macro. Mark it on close macro... it's a script where price will start ripping for liquidity... delivered perfect, just like a multiplication table"
Timeframes
Version History1 version
ICT YT - 2025-01-29 - 2025 Lecture Series - SMC Algorithmic Market On Close Macro.srt
"at 345 to four o'clock. That's our macro. Mark it on close macro... it's a script where price will start ripping for liquidity... delivered perfect, just like a multiplication table."
First formal, live-demonstrated introduction of the Market On Close Macro as a named concept with a specific 3:45–4:00 PM time window. Prior references in 2023 and 2024 content described a "market on close run" within the 3:00–4:00 PM final hour window without specifying the 3:45 PM start. The 2025 lecture formalizes the exact start time (3:45 PM), defines it as a scripted algorithmic directive, and demonstrates it live on NQ futures.
Notes
Prior to 2025, ICT referenced a "market on close algorithm" and "market on close run" in several places (e.g., time-macros.yaml versions for 2023-02 and 2023-09 mention the 3:15–3:45 PM or 3:00–4:00 PM final hour macro). The 2025 lecture series formalizes the precise 3:45–4:00 PM window as a distinct named event: the Market On Close Macro. The earlier 2023 reference to "3:15–3:45 PM market on close algorithm" (in time-macros.yaml notes from opening-range-gap.yaml) appears to be an earlier, less precise version of the same concept. The 2025 definition should be treated as the canonical formulation with the 3:45 PM start time. Cross-reference with First Presentation FVG: The first-presentation-fvg.yaml specifies that the FVG expires at the "3:45 PM macro window" — this is the MOC Macro. The two concepts share the 3:45 PM timestamp as a session-close marker. See also: time-macros.yaml, first-presentation-fvg.yaml, pm-session-reversal-model.yaml
Asymmetry Notes
The MOC Macro is directionally symmetrical — it runs toward the most accessible remaining liquidity, whether that is buy-side (bullish run) or sell-side (bearish run). The direction is determined by scanning for remaining liquidity at the start of the 3:45 PM window, not by a fixed bias rule.