We have no way to have session for Mt4/MT5 engines!
This is a problem when we make strategies on CFD/Indexes.
For example, on RoboForex USATech index is limited to 3:00~23:00, while we have it 1:00~23:00 on Dukascopy data.
So there is currently no way to generate strategies with SQX for my broker! anything I create leads to false results!
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I think the best way is to add sessions inside instruments, it is the correct way for use it.