I have tried to read up on order fill resolution but can't understand exactly what is happening.
I am trying a backtest on a very simple strategy which enters on a break of highest high over last N bars.
Using an optimised stop loss of X ticks and bars of Y mins I find that the net profit is significantly different if I use the high fill resolution of one minute as compared to standard,
Even if I use a relatively short time frame for Y the difference is significant - eg stop loss 10 ticks on 15 minute chart the high fill resolution gives me 55% of the net profit using the standard fill.
Does that mean that standard is not worth considering or that standard is entering on close of bar while high fill is entering 1 min after the condition has been met?
Thanks
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