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Look at the help files for Backtesting Resolution. It is explained well there.
The basic idea is to simulate the trades more effectively than is possible using only the OHLC values of a bar.
Bob Fulks
At 04:56 AM 10/12/2004, ip wrote:
>I am looking for details on the Backtesting Resolution setting in
>Strategy Properties.
>
>It seems to be meant as a sort of Look-Inside-Bar function but it
>doesn't seem to do anything.
>
>For example, I take a set of tick data, chart it, set compression to 1
>minute and set Backtesting Resolution to 1 tick. This appears to be
>meant to calculate my strategy on tick data and display on the minute
>chart.
>
>Is that what it's meant to do?
>
>However, an average that my strategy calculates spits out values
>identical to the same average calculated against the Close values of the
>minute bars. That is, it doesn't do what it looks like it's meant to.
>
>Thanks Ian
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