i post this topic, since backtesting performance under the condition of bar magnifier enabled and intra-bar order generation order mode disabled is different from that under the condition of bar magnifier disabled and intra-bar order generation order mode disabled. the phenomenon mentioned is caused...

of course not, because minutes data and tick data does not affect each other and they can be received from different broker, which means that if we remove and modify the tick data, the minute data are not affected at all.

i wonder if using bar magnifier has any influence upon limit order, stop order and other order under the condition of disabling intra-bar order generation. the experiment showed below is what i found recently through removing the high price of bar of date being 1171016 and time being 11:24 from quot...