If my strategy itself, has some code that only allows it to trade from 6:30am to 12:50am (pacific standard time) and exits any open positions at 12:50, should the session time really be doing anything? If so, what is it doing?
If I run optimizations and walk forwards with different session times, I'll get different results depending on the session. Even if those sessions fully encompass 6:30am to 12:50am entirely.
Thanks
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