Did you base your frequency plugin off of the FilteredDailyFrequency class from here
? If not you might want to take a look and compare it to yours.
Using a frequency plugin to do the filtering may not be the best option for you. You can modify either the IQFeed plugin to filter the data when it downloads it, or modify the data store plugin to filter the data as it is saved to the store. Let us know if you need any help with this.