System Testing: *Time* based vs. *Tick* based limitations?

[Ian MacAuslan <imacauslan@xxxxxxx>]

Folks,
I am testing a system I'm writing, and from the documentation know of
two limitations that exist on *time-based* bars when back-testing:

    1) no more than 13,000 bars; and
    2) "bouncing ticks" method of estimating how prices moved *within
the bar* (OHLC).

Lately, the market is getting very volatile on the stocks I trade-- yet
notice my back-test results aren't changing much--though I am getting
stopped out more.

...First, am I correct that changing the "bouncing ticks" setting would
allow me to compensate for this volatility in my back-tesing?

...Second, if I change my 5-minute chart-type from time-based to
*tick-based* or even  *volume-based* would I still face these same
limitations (13,000 bars;  and only an estimation of what the actual
price movement was inside the bar, even though I hace the actual tick
data in Server).  I ask this because the documentation seems to make a
point of focusing on the limitations of back-testing on *time-based*
bars, while not saying tick-based or volume-based are constrained in the
same way.

Thanks,
Ian