"Writing fiction" is acceptable society talk for "making stuff up." Fiction writers are accountable to no man or god; they dictate all reality for their own made-up worlds, no justification necessary. It's awesome. Your protagonist is a ten year old Welsh boy with one leg? Great! Who raises a rare species of purple passenger pigeon in his basement? Cool! And his best friend is a girl with a photographic memory who believes she has the soul of Genghis Khan? Neato! And they frequently solve crimes that baffle the local police department? Tell me more! And it's the 1920s?
You're writing historical fiction.
Don't worry, it can happen to any of us. I accidentally wrote historical fiction for my creative thesis at grad school. (They were cool about it, though.) The thing is, once you get caught in the web of historical fiction, there are questions. It's like trying to explain to grandma that you're gay, or an atheist, or that you enjoy Casper Van Dien. Why? Why? WHY?
Why is your novel set in the 1920s? What's so special about the 1920s? Are the 1920s a fully-formed character? Could this novel possibly be set in some other time period? Why do you love the 1920s so much?? Are you too good for us here in the present??? WHAT DO THE 1920s HAVE THAT I DON'T?
You see, all the other stuff is okay. Stuff you're no more personally qualified to write about than the 1920s -- Wales, one leg, purple pigeons, solving crimes, being male. Heck, you could set this thing on Mars if you wanted. We trust you! Except about that historical fiction part. Once you go there, you better have a damn good reason.
(Oh, the future? That's okay. WOOT FLYING CARS!)
So there it is. You better hope you were born into a pretty kickass time period, because your characters are going to have a lot of explaining to do if they want to escape.