Hi Petra,

Thank you for answer. Can you please elaborate how time offset makes different price curves needed for oversampling? I made a quick test and it seems it does not. It only runs _n_ cycles with time offset as you mentioned, and according to docs SampleOffset is used for a histogram of the performance dependent on start time, rather than generating slightly different price curves.

I'm sorry if I wasn't clear in the original question, but I try to achieve this:
Oversampling the bars is a method to run multiple test cycles on slightly different price curves that are derived from the original curve and contain the same inefficiencies. This produces more trades, generates more realistic backtests, and allows to evaluate the effect of price curve randomness on the system performance.