Using only trading hours for backtest

AFL Programming
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1

Does the "Show day session only" checkbox in the Database Intraday settings dialog affect only the charting?

I have the option checked but the AFL debugger still shows bars like

Date/Time | Volume
2.12.2020 7:00 | 100

How to filter out anything but trading hours from the Backtest data input? I would like the pre market / after hours bars to be ignored by indicators, excluded from data arrays, etc. Surely there is an easy way for this.

Didn't find anything relevant from the Backtest settings as well.

2

I ended up by removing the pre-market / after hours bars from the source data. As it improved performance of the backtest, the "Show day session only" most probably applies only to charting (it literally "shows" things differently).

IMHO, users should be made aware of this in the documentation.

3

The question arises again with backfill.

If I backfill 24 hours data with 1 minute resolution, is it possible to use this data in a way that only the trading hours count for indicators, etc.?

4

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