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> Anyway, *with* the Backtesting Settings box ticked, the trades take
> place at these "even" prices but *without* the box ticked I'm
> getting all sort of fractional trades such as 9280.66, .67, .34, .17
> and so on.
>
> Can someone please explain what's going on?
Sounds to me like you have the minimum tick size for the symbol
set wrong.
Here's what I think is happening:
* Your system is calculating stops at arbitrary levels, like .67.
* When you run at tick resolution, TS only sees ticks at the
correct price levels, and executes at those correct levels. So
e.g. if you say "buy at 9280.66 stop" and the ticks go from 9280
to 9281, TS correctly fills the order at 9281.
* When you turn off tick resolution, TS no longer sees the
individual ticks. It now has only an OHLC bar, and it assumes
the price traverses every legal tick value within the H/L range
of the bar. If you have your tick resolution set correctly, then
the legal ticks in the range above would be 9280 and 9281, and
you would be filled at 9281. But if you have your tick
resolution set to 0.01, TS assumes the price hits every 0.01
interval between 9280 and 9281, thus filling you at (or very
near) the exact stop price.
Gary
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