Session setting workflow
I am not sure if the SQ refresh, generate the higher, backtest timeframe from 1minute data before it generate strategies.
But the current setting of session is not very friendly.
Here is my suggestion.
1, If the session can be cloned wholly, it would be better.
The session of some instrument in some market is complex, setting one list by one list is very time consuming.
If the session can be cloned like view in databank setting, that will be more effective.
2, Specify the session when creating symbols or instruments.
The session only works when the trading options is set before generating strategies.
Does SQ have to refresh the tested timeframe data every time before generating? I thinks it works when I compare the 1H timeframe and 60min timeframe.
But I find that exported data in Data manager is non't correct.
So when creating symbols or instruments, associating sessions for them would be better and more reasonable.