Help with Order Fill Resolution

[ErikY]

I have a strategy that when I set the order fill resolution to Standard/fastest, it is showing a 52.33% profitable on 386 trades.
If I only change the order fill resolution to High, with Type Tick and value 1, the results are changing significantly to 74 trades from 385 and 50% instead of 52.33%

Can anyone help me understand how the results can be so drastically different in terms of both number of trades and % profitable?

[NinjaTrader_ChrisL]

Hello, thanks for writing in. Intrabar granularity can make a big difference in your backtest results. Without Intrabar granularity, your strategy only uses the OHLC of each bar to determine order fills so it can miss some entries compared to the high order fill resolution.

[ErikY]

Thanks Chris, that certainly makes sense, however, I don't understand how it would lead to so many less trades as it did above, I would have though the opposite that it would lead to many more trades as you mention

[NinjaTrader_ChrisL]

Hi, that would just depend on what the strategy code is doing. I can not make any assumptions because I do not have the code that is being run. It can make fewer trades with the high-resolution fill series because the price movement is more accurately measured.