Here is a printout where Current time is 8:20 am 1/22, Time[0] is old but the Historical flag is set to true.
2015-01-22 08:20:57.4913 INFO MD, Time[0], 1/20/2015 1:36:00 AM, Input[0], 118.455, Historical, False
I created another simple strategy simply to print out the Historical flag and here it works as advertised. Here is the output from the test strategy.
SystemTime, 01/22/15 8:17:22.948 A, MD, Time[0], 1/19/2015 5:38:00 PM, Input[0], 117.631, Historical, True
I checked my strategy to see if I am accidentally setting this flag and I am not.
Any thoughts on what would be causing this? Some combination of flags and/or position tracking that could be causing this behavior?
Thanks

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