I think it might be relevant for backtests because if I buy and sell at different prices I get different results, is this wrong? Another fact in this context: As shown above the bar periods 1440/120/30/10/1 seem to be in sync but if I buy at 00:00:00 I get different entry prices in all bar periods:
Code:
BP: 1440
[8: Thu 15.01.09 00:00] (0.90952)
EUR/GBP priceClose: 0.90367
[EUR/GBP::L0801] Long 1@0.90352  at 00:00:00

BP: 120
[99: Wed 14.01.09 22:00] (0.90226)
[100: Thu 15.01.09 00:00] (0.90288)
EUR/GBP priceClose: 0.90367
[EUR/GBP::L0001] Long 1@0.90372  at 00:00:00

BP: 30
[408: Wed 14.01.09 23:30] (0.90227)
[409: Thu 15.01.09 00:00] (0.90225)
EUR/GBP priceClose: 0.90367
[EUR/GBP::L0901] Long 1@0.90357  at 00:00:00

BP: 10
[1228: Wed 14.01.09 23:50] (0.90241)
[1229: Thu 15.01.09 00:00] (0.90388)
EUR/GBP priceClose: 0.90367
[EUR/GBP::L2901] Long 1@0.90364  at 00:00:00

BP: 1
[12218: Wed 14.01.09 23:59] (0.90410)
[12219: Thu 15.01.09 00:00] (0.90394)
EUR/GBP priceClose: 0.90367
[EUR/GBP::L1901] Long 1@0.90408  at 00:00:00

Is Slippage and Fill's extra Slippage dependant on the bar period? Is there a chance to sync them?