Is there an easy way of setting the 'Min Bars' required for a strategy to start calculations, but enforce this on a 'per session' basis...??
Right now my strategy is taking bars from the end of the previous session and throwing them into calculations with data from the start of the next session.
Effectively I want isolate calculations within a session, but for the purposes of backtesting I want to calculate across several months of data...
Many Thanks
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