Forex_Strategy_Builder.Instrument.RefineData C# (CSharp) Method

        void RefineData()
        {
            // Fill In data gaps
            if (Configs.FillInDataGaps)
            {
                for (int bar = 1; bar < Bars; bar++)
                {
                    aBar[bar].Open = aBar[bar - 1].Close;
                    if (aBar[bar].Open > aBar[bar].High || aBar[bar].Close > aBar[bar].High)
                        aBar[bar].High = aBar[bar].Open > aBar[bar].Close ? aBar[bar].Open : aBar[bar].Close;
                    if (aBar[bar].Open < aBar[bar].Low || aBar[bar].Close < aBar[bar].Low)
                        aBar[bar].Low = aBar[bar].Open < aBar[bar].Close ? aBar[bar].Open : aBar[bar].Close;
                }
            }

            // Cuts off the bad data
            if (Configs.CutBadData)
            {
                int maxConsecutiveBars = 0;
                int maxConsecutiveBar  = 0;
                int consecutiveBars    = 0;
                int lastBar            = 0;

                for (int bar = 0; bar < Bars; bar++)
                {
                    if (Math.Abs(aBar[bar].Open - aBar[bar].Close) < Data.InstrProperties.Point / 2)
                    {
                        if (lastBar == bar - 1 || lastBar == 0)
                        {
                            consecutiveBars++;
                            lastBar = bar;

                            if (consecutiveBars > maxConsecutiveBars)
                            {
                                maxConsecutiveBars = consecutiveBars;
                                maxConsecutiveBar  = bar;
                            }
                        }
                    }
                    else
                    {
                        consecutiveBars = 0;
                    }
                }

                if (maxConsecutiveBars < 10)
                    maxConsecutiveBar = 0;

                int firstBar = Math.Max(maxConsecutiveBar, 1);
                for (int bar = firstBar; bar < Bars; bar++)
                    if ((Time(bar) - Time(bar - 1)).Days > 5 && period < 10080)
                        firstBar = bar;

                if (firstBar == 1)
                    firstBar = 0;

                if (firstBar > 0)
                {
                    Bar[] aBarCopy = new Bar[bars];
                    aBar.CopyTo(aBarCopy, 0);

                    aBar = new Bar[bars - firstBar];
                    for (int bar = firstBar; bar < bars; bar++)
                        aBar[bar - firstBar] = aBarCopy[bar];

                    bars = bars - firstBar;
                    isCut  = true;
                }
            }

            return;
        }