The YM average vol is around 200,000 to 250,000 for the day.
So the vol is too high.
Thinking the problem is the session start time of 12:00 AM in MA properties, I changed it to 9:30 AM. This had no effect at all.
So there looks like a bug somewhere here.
When does the MA start totalling vol if not from the session start time?
And why would changing the time have no effect...regardless of when MA starts totalling?
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