Hello. I'm developing an indicator, and have such problem: My indicator calculates bars that are on the weekend (for example hour bar at 21.00 july 29 2011 that has non zero volume but market should be closed that time) and this destroys indicator logic. I want to filter indicator's input like that is realized in history.getBars, but there is no access to history through IIndicatorContext.getHistory(). How can i do that?
Thanks for your help.
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Post subject: Re: Filtering weekend flat from inside of user indicator