Skipping bars only works when TF=1(BarPeriod). Higher TF do not work in practice
If BarPeriod=5 and desired trading TF is 20min (i.e. TF=4), then outside of "market hours":
- bars are skipped with TF=0,
- TF set to -N at start of a new frame, and then....
-...TF is to be set to what value?
Or do you suggest to construct each and every frame manually by checking the time?
Open/highs/lows of skipped bars are not really skipped, still counted in the veeery long TF. - That's the very purpose of a time frame
I want to trade during "market hours" and I want to use a series of bars/frames that will ONLY contain information from that period.
I do not want to include in such a 20-min series an irregular, oversized frame that covers the "overnight/overweekend" period.
Is that a fair paradigm and expectation?
