Filter out ticks from order processing

[uprz23]

I'm trying to filter out ticks in historical data that are spikes on a 1 tick chart.

I want to do this by editing the FillType and somehow reference the price of the last bar. How do I do this? All I see is NextLow and NextHigh. I tried caching it as LastNextLow, but it didn't seem to work.

Also, where can I find a list of methods that can be overridden for Strategy.cs? And where on the filesystem is Strategy.cs?

Thanks!

[NinjaTrader_Austin]

uprz23, I will have someone get back to you tomorrow.

[uprz23]

Ok I think I figured it out. I added.

	[Gui.Design.DisplayName("Default")]
	public class DefaultFillType : FillType
	{
		private		const double	epsilon			= 0.00000001;
		private double lastPrice = -1; // cache the last price
		
	
		public override void Fill(Order order)
		{ 
 
		...
	        if (((order.OrderAction == Cbi.OrderAction.Buy && order.LimitPrice > nextLow + epsilon  )
						|| (order.OrderAction == Cbi.OrderAction.BuyToCover	&& order.LimitPrice > nextLow + epsilon )
						|| (order.OrderAction == Cbi.OrderAction.Sell			&& order.LimitPrice < nextHigh - epsilon  )
						|| (order.OrderAction == Cbi.OrderAction.SellShort	&& order.LimitPrice < nextHigh - epsilon)) 
						&& Math.Abs(NextLow - lastPrice) < 0.05   // ignore ticks 5 cents from last tick
						)
					FillPrice = order.LimitPrice;		
					
                ...
               lastPrice = NextLow;

I hope there will be no multithread timing issues here.