On bar periods less than ~ 10 minutes, setting the TICKS flag and using high resolution .t1 price data is recommended for backtesting. It's mandatory on bar periods of less than a minute. For this set History to ".t1" and BarPeriod to the number of seconds divided by 60, f.i. BarPeriod = 5./60. for 5 seconds. Mind the decimal; 5/60 would be considered an int and thus evaluate to 0. For extremely short bar periods, make sure that TickTime is always less than a bar period.