Figures:
Top: Using the standard fill resolution, the stop is set at 944.25 and gets hit.
Middle: Using the high resolution set to 1 Tick, the stop is set at a different value of 942 and does not get hit.
Bottom: using Tick Replay the stop gets set to 941.75 and does get hit.
Obviously they give different PnL.
My question to NT staff is: What is the most accurate method of these three? Is it to use Tick Replay?
Also, why does using Tick Replay give a different result to using the Fill Resolution of 1 Tick? I thought they would be the same.
Edit: The strategy has Calculate.OnEachTick. If changed to Calculate.OnBarClose the differences still exist.
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