I'm pretty sure there's a simple solution for this, but I haven't figured it out yet.
Basically, I'm running a Ninjascript strategy using Market Replay on a particular date in December of 2012. I have the day set up so that it only shows one day of data (and not the past 2-3 days as a consideration).
For some reason, I have a one 20-tick bar data artifact that was recorded two days previous (ex: 12/17/2012 is the first tick bar, the second tick bar on the chart is from 12/19/2012). Since I don't have any filters in my script to ignore that older tick bar, it skews all of me EMA averages to the upside (ex: the tick bar value on 12/17 is 50, but the tick bar value on bar #2 for 12/19 is 56).
So, is there a simple way to isolate the day/time of *recorded* data for a particular day captured in Market Replay via code in an Ninjascript strategy?
I'll restate that in the 'Data Series' window, days to load is 0, and the End Date is 12/19/2012. The session template is defaulted to <Use Instrument Settings>. Would I have to make a session template to isolate that one tick bar out of the equation?
Thanks in advance for any replies!
Yours,
Spider
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