Possible Inaccuracy in the Minute Systems Hypotheticals?

All the Minute systems discussed in other blog posts incorporate Break-Even stops of relatively smaller tick size   There could be an issue with Tradestation back-tests on higher time-frame minute charts the "resolution" level might not be accurate enough to correctly process such lower amount break-even stops.  

This raises some troubling questions about the accuracy of the Minute systems back-testing results even though look rather outstanding they are much less impressive without the break-even stops.   This issue can be resolved by trading one or more of the Minute systems and compare the two sets of results, because even if the back-test resolution is not that great the important thing is how the Tradestation processes the system under real-trading conditions- as long as it continues to behave in the same way in the back-test, with poor resolution in real-trading all would be good.

So at some stage shall start trading the Minute systems myself in my own account regularly to settle the matter but for the time-being am knee deep in new Tick systems and Meta-systems being built on top of Underlying systems that have no real room for experimenting with the Minute systems   The underlying algorithm is the same as the tick ones but the time-frames and Tradestation inaccuracy in the minute hypotheticals is food for thought.