Bar detalization

Bar detalization is a setting that controls the number of simulated intra-bar ticks used during historical backtesting. It determines how finely each historical bar is subdivided for tick-level simulation.

How it works

The Bar detalization control is located in the Detalization and Execution section of strategy settings. It is presented as a dropdown with two options. The setting only affects historical bar simulation — it defines how many ticks each historical bar is replayed as during backtesting.

Detalization modes

• Default (4 ticks per bar): Each historical bar is replayed as exactly 4 sequential price ticks using the bar's OHLC values: Open, High, Low, and Close. The order of the middle two ticks (High and Low) depends on the bar's price path — OHLC if the High was reached before the Low, or OLHC if the Low was reached first. This is the standard simulation model and is active by default.See also: Script executions → On history bar tick: price visibility rules for details on how OHLC and OLHC tick order is determined.
• High (~60 ticks per bar) (Premium): The number of ticks per bar is determined dynamically based on the chart resolution and an internal resolution-to-tick mapping table. The platform selects an appropriate intrabar timeframe, divides the chart bar duration by it, and multiplies the result by 4. This produces a significantly higher tick count, improving simulation granularity.

Resolution-to-tick mapping table

The number of ticks per bar depends on the chart resolution and the corresponding intrabar timeframe used for tick simulation.

! Note: Edge case — 15m. The division 15 / 2 yields 7.5 bars, which is rounded down to 7. Total ticks: 28.

Runs a simulation using lower-timeframe values. The number of ticks may vary due to calculation factors.

Main use cases

• Standard backtesting: Use Default (4 ticks per bar) for most strategies. It provides consistent, resolution-independent tick simulation with low computational overhead.
• Higher intra-bar precision: Enable High when your strategy relies on intra-bar price movement and you want more realistic simulation of price behavior within each bar. More ticks reduce the impact of bar-path assumptions on backtest results.
• Comparing simulation fidelity: Run the same strategy in both Default and High modes to assess how sensitive your results are to tick granularity. A significant difference in performance may indicate that your entry or exit logic is fragile under finer price simulation.

Premium workflows: High mode is a Premium feature — use it when the additional simulation detail justifies the computational cost, particularly for strategies with tight stop-losses or precise intra-bar exit conditions.