Question: How do I set the Times for Each market

The general principle is to look at the Exchanges on the items open and close on those.

If you have the capacity to see the free market trading and aftermarket trading then you might want to make a judgement call about including those.
You could argue that the extreme points met at the end of the day ie after the oficial market close, by the professional insiders are very important.

If you get that data then you might want to try on some and see how it pans out

Questions:
1) What do I put in for US stocks and indices 09:30 to 16:00?

Look at the Websites of the Exchanges opening-closing times for the particular item you’re interested in

The E-mini opens at 9:30 AM as does the S&P 500 futures index

a lot of these are more geared for daytrading or short-term trading to have the exchange times but it is useful in case you go down to that level

2) Is 09:30 to 16:00 the same for all us equity exchanges like NYSE and Nasdaq?

It’s best to check the exchange websites for the times the various stocks or indices you are looking at open and sometimes they do change it

3) What times do I put into WaveTraderIII for commodities (some
commodities trade longer than 09:30 to 16:00, like emini, gold crude oil)?

again same answer goes back to general principles what time does the open and close happen for Those particular commodities

If you are actively trading day session then use the open of the day session in the close of the day session what used to be called the floor session

If you are 24-hour trading then I start with the open of the floor session and finish with the close of the electronic session

4) What times do i put into WaverTraderIII for Forex (as it is a 24 hour
> market)?

the general principle in foreign exchange is it’s a 24-hour market which starts in New Zealand open on Monday and finishes on New York close on Saturday morning our time Friday night US time