I am experiencing some weirdness in backtesting, so decided to try some _very_ simple things to test.
For instance. On FDAX 12-17, I am setting a simple buy on a pullback. I have a simple test stop loss and target as follows. This is for test purposes only. Not a real system.
Stop = 10; Target = 20; } else if (State == State.Configure) { SetStopLoss("", CalculationMode.Ticks, Stop, false); SetProfitTarget("", CalculationMode.Ticks, Target); }
Now, if using strategy analyser to test, if you have 'High' selected in order fill resolution, stops and target are _never_ hit. The entry simply closes on the session close. If you set order fill resolution to 'fastest', stops and targets are hit as expected! It is somewhat bizarre behaviour and I have a few things like this which is making any back testing I do pointless.
I am running the latest NT8 8.0.11.0 64-bit (Standard).
I can think of no reason changing tom high to standard should have this effect.
Any ideas?
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