Вот так, например
Code:
...
    public OptimProperty StartTimeOpt = new OptimProperty(900, 0000, 2300, 1);
    public OptimProperty EndTimeOpt = new OptimProperty(2300, 0000, 2300, 1);

    public void Execute(IContext context, ISecurity security) {
      var t1 = new TimeSpan(StartTimeOpt/100, StartTimeOpt - StartTimeOpt/100*100, 0);
      var t4 = new TimeSpan(EndTimeOpt/100, EndTimeOpt - EndTimeOpt/100*100, 0);
      var t3 = t1;
      var t2 = t4;
      if (t1 > t4) {
        t2 = t4;
        t3 = t1;
        t1 = new TimeSpan(0, 0, 0);
        t4 = new TimeSpan(24, 0, 0);
      }
...
      for (int i = 0; i < count; i++) {
        TimeSpan time = security.Bars[i].Date.TimeOfDay;
        bool enableTrading = (time >= t1 && time < t2) || (time >= t3 && time < t4);
...
      }