backtest on loaded days for market replay data

[nicknamed]

Hey there,
I want to trade on market replay data, but to draw indicators I need to load 100 days before and merge them, but when I start the strategy on LineBreak chart, it "makes" a lot of backtested trades on historical static data (not market replay data as those has not started yet). Is there any option to prohibit NT to do those silly and unrealistic trades?
Do not think why we need that, we simply need that (we do log all the trades to csv files we analyse further with our developed tools, but NT7 saves into that csv also these backtested unrealistic trades which render our final results toally unusable). We could use a variable of start or end date or date time variable, but is there any simple streamlined solution in options or settings of NT7?
N.

[NinjaTrader_RyanM1]

N,
Market replay is a simulated real time feed so you can check Historical property for this.

Use: if (Historical) return; to prevent processing on historical bars.

[nicknamed]

Thank you, we will check that option out