I'm trying to make decisions using standard deviation during trading days in another algorithm, but I've noticed that when prices and indicators change significantly during extended hours, it mistakenly throws off standard deviation thinking that levels have taken a significant jump from 4pm to what it thinks is the next step 9:30 the next day.

I'd like to be able to feed my consolidator with extended hours data so that things like standard deviation and other indicators like moving average etc can correctly follow the flow of data during extended hours and into the next trading day. I've tried adding the parameters "fillDataForward=True" and "extendedMarketHours=True" but these don't seem to be adding data to my consolidator. I've also tried making Resolution.Second also with no change. Any ideas/suggestions?