When you pull an indicator with for example sma(..., Filter.ALL_FLATS, from, to) it only returns a double[]. Since it is filtering out certain times, it is impossible to know to which time these results belong without writing a whole system to track market hours. The other option is to not filter, which leaves us with large amounts of flats that are not only useless but also potentially damaging depending on what algorithm one uses.

Please advise.