I leave this as a little brain-teaser over the weekend. Who can see why this code still does not get the same number of trades on 1-day and 1-hour bars? Solution Monday. Have a nice weekend!

Ok, no takers, so here's the solution. One version of the script increments the counter 24 times faster than the other version.

Still this does not explain why the number of trades in the former example without the TradeNum counter are different. I applied every hint you gave and they are still different. It was not because of Slippage either.

An the other question was why the entry price for the same time and date is different between the 1440 and 60 log. Shouldn't it be the same?

Almost. There can be minimal differences due to interpolation of gaps, and thus also minimal differences in entry and exit prices. Aside from that the trading behavior and the result should be identical. Otherwise check out the log - there you should see the reason of any different trade.