'High' Order Fill Resolution is only available for signle-series strategies. For multi-series strategies, please programe directly into your strategy the more granular resolution you would like to simulate order fills with.
On my strategy when run on a one minute chart I have also added a 7 minutes series:
AddDataSeries(BarsPeriodType.Minute, 7);
So at the moment, BarsInProgress 0 is a 1 minute bar and BarsInProgress 1 is a 7 minute bar
In another post it said to simply add a series with the granularity that you would like to fill with. So I added:
AddDataSeries(BarsPeriodType.Tick, 1);
Which makes BarsInProgress 2 a Tick series (bar?)
I am still getting the error message.
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