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That makes sense. But where do I set the tick resolution? The Min
Movement in the Global Server is set correctly (in this case to 1). is
there another setting somewhere that, er, needs setting?
Ian
> > 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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