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I agree there could be data that should be filtered, but doing so during bar building is probably not the right place to do it. In NT, there is an option under Tools->Options->Data that allows you to "filter bad ticks" by setting a percentage away from the market that is considered bad. I have never used the option, so be sure to understand what it really does (you may need to post on the Ninja forum).
Can you help answer these questions from other members on NexusFi?
