Hello Nick,
That is correct, if the strategy adds series with AddDataSeries, High Order Fill Resolution cannot be used, and a 1-tick series would need to be used for order submissions for accurate fill prices.
To understand behavior, print the information.
The order is filling based on the historical fill algorithm based on the order price and order submission time, within the granularity of the bar it is submitted to.
That is correct, if the strategy adds series with AddDataSeries, High Order Fill Resolution cannot be used, and a 1-tick series would need to be used for order submissions for accurate fill prices.
To understand behavior, print the information.
The order is filling based on the historical fill algorithm based on the order price and order submission time, within the granularity of the bar it is submitted to.
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