I am having a unique problem of data vendor sending out Negative Incoming Ticks for only one particular symbol of BankNifty. Back-fills work perfectly and OHLC values have no issues either.
The filter within NT7 doesn't work because there are more than 4 consecutive negative ticks too.
The ticks are either positive or negative. When positive, they are all correct. If its wrong, it's negative.
So, i need to create a condition for incoming tick that filters out negative ones.
How should i do that within the strategy please?
Some images attached for reference.
Thank You
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