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Hmm, maybe I am doing something wrong. I will give a part of the 
code. Should have provided that earlier...
BTStartTime1 = ParamTime("Backtesting SOD","09:00:01");
BTEndTime1 = ParamTime("Backtesting EOD","17:20:00");
EOD = TimeNum() >= BTEndTime1;
SOD = TimeNum() >= BTStartTime1;
SOD = SOD != Ref(SOD,-1);
EOD = EOD != Ref(EOD,-1);
InSession = Flip( SOD, EOD);
//then comes my system//
EnableSessionTiming = ParamToggle("Enable Session Timing","NO|YES",1);
if( EnableSessionTiming )
Buy   = 
Sum(buysig,pds21) > Sum(Sellsig,pds21) AND InSession AND NOT EOD AND 
NOT GapUp() OR GapDown(); 
I hope this makes it something clearer....
The code for the startsession was posted here on the forum before, I 
borrowed it :-)
Greets Ronald 
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