I would like to see either an extension to the Time Session solver or a additional solver that checks to see what instrument is being traded and adjust the existing session template to accommodate the specifications
The problem that this is meant to solve is that the current implementation does not allow for a change in instruments where trading time modifications are needed and to be able to do so without having to have different trading template. Case in point, if I want to trade only in the morning between the hours of 7AM and 11:30AM I could have a time session solver to use the appropriate NT session template. However, if I traded both oil and gas futures.I could not use the same BH trading template if I want to avoid trading during the related instrument's news period without having different trading templates that have different session templates.
What I am suggesting is that BH somehow dynamically know what instrument is being traded and use a session template related to that instrument. Given that BH uses the NT session templates there may not be a "clean" way of doing this and might require following a naming convention. Using the previous as an example if there were a "Morning" session template (7AM-11:30AM) there could be one for oil (Morning_CL) and one for gas (Morning_NG) where the related news periods were blocked off and BH (or Raven) would use the appropriate template depending on the instrument being traded at the time. While cumbersome, I believe it is still easier than having multiple trading templates that are the same (and need to be maintained when changes are made) just because they contain Time Session solvers that refer to different session templates.
A preferred implementation would be to have a way of dynamically modifying an existing session template to remove certain time periods using an Exclusion Time Session template. For example and using the above there would be a Morning session template and a CL_News and NG_News template that wold have the appropriate news periods (no Trade time) indicated and the Morning template dynamically adjusted according to the instrument''s news period using the "Exclusion Time Session" template. Again probably not easy to do give that NT session templates are used but if accomplished it would be of value to people that use the same trading template across multiple instruments.
BTW, the converse is also true in that if I had a news trading strategy that was used for multiple instruments I would need one for every instrument where the news was traded just because the Time Session solver specified a different session template. In this case it would be an Inclusion Time Session template where the news time would be trade times instead of the opposite.