I thought I could mitigate this problem by adding a lower time-frame data series like
Add(PeriodType.Tick, 1);
And thought that my stops and targets would be respected, tick-by-tick, but for some reason the stops and targets are resolved only on the 5min time frame. I then tried entering on BarsIndex=1 but when I back test that no orders are placed during the back test.
So, is there any way to back test my trades so they are more inline to how the market truly acts and acurately track how it would work in a live market when stops/targets are smaller than the size of a bar's range?
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