My understanding is that step 6 is for calibrating the neural network model. Once you are satisfied with the precision or accuracy, or any of your criteria, you would go to step 7.
Whether you are testing step 6 depends on if you want to calibrate the model. If you think the neural network parameters you have chosen are pretty robust and can be generalized for different inputs or different assets, I guess you could just skip step 6, and train and test your data directly.