<data FSB Pro uses is based on 1 minute bars; there is no option for tick>
It uses the data you select. If there is necessity to eradicate ambig. bars (https://forexsb.com/wiki/fsb/manual/ambiguous_bars), it uses intrabar scanner with lower timeframes, if available.

Can you upload tick data? 
If so then does FSB use those ticks in its calculations? 
When you say this " Indis or the main concept of FSB does not depend on ticks" its sounds like you are saying that FSB doesn't use ticks in its calculations, which is what my original question was.  "Its uses full bar data" by this I'm assuming you mean OHLC, which goes back to my original question.  Saying "It uses what data you want" doesn't address whether it can use ticks.  if indeed it could use "whatever data I want" then it could use ticks because "I want it to".  Actually it doesn't use whatever data you want it uses specific kinds of data.  So When  you say "FSB doesn't use ticks its uses full bar"  Then you just contradicted  your statement "it uses whatever data you want" because in the latter statement whatever you want  that could include tick data. So it can't both use tick data and not use tick data.  You could have just said this: no it doesn't use tick. Or yes it does use tick.

The code uses the isnewbar() function and it appears the indicators are based on the open of the bar.  Real tick backtesting is more accurate than 1 minute backtesting, and it is probably that given the two options OLHC or every tick. Every tick would be more accurate to live trading than OLHC.  There seems to be a major flaw in the way FSB handles ticks; either the code doesn't seem to work properly and the ticks are introducing noise and corrupting the signals.  As I previously stated the backtest on 1M OLHC resembles the backtest on FSB for the date, whereas on ticks it doesn't.  Your statement that backtesting doesn't matter is "ludicrous", FSB itself is based on backtesting, and the entire point of the process is to reduce toil and streamline the process of finding profitable systems; all of which relies on backtesting and selecting the most profitable ones.  If there is no correlation between profitable backtest vs forward test the software itself is worthless.  Obviously real trading doesn't equal the backtest, but the whole point is to trade the most profitable backtests because there isn't enough to time to trade random systems statistically it would take centuries to trade random indicators and random parameter values and find a profitable system.  I can understand if the forward test is off, but when there is absolutely no correlation between tick backtesting and 1M OLHC backtesting the chances of it being profitable are about no greater than any random system so you might as well just be flipping a coin.

Yes I get the point that FSB is supposed to work on bars.  If this was the case it would do just that and the tick backtest would correctly extrapolate the bar OLHC from the ticks, which it doesn't properly do.  If this were the case the 1M OLHC would be almost identical to the Tick backtest which it is not.  I'm not saying that FSB doesn't work with bars, it clearly is programmed to work that way, its just doesn't work like that  in practice.

<Can you upload tick data?
No.

<You could have just said this: no it doesn't use tick. Or yes it does use tick.
Stop ranting, it is offensive, especially given the fact you didn't post a clearly formulated question with a question mark. English is not my mother tongue.

< Real tick backtesting is more accurate than 1 minute backtesting
No. And my answer is strictly said from the perspective of FSB. I can create thousands of strategies, which have no ambig. bars, meaning the backtesting is 100% accurate. Is there a need for tick data? Absolutely not, how many times do one has to backtest a strat? Moreover, on tick data, which only contributes to wasted time, heat and electrical bill and offers no additional incentive or knowledge?

<Your statement that backtesting doesn't matter is "ludicrous", FSB itself is based on backtesting, and the entire point of the process is to reduce toil and streamline the process of finding profitable system
That is very cute of you to take my words out of context. Let me say it again - when FSB itself is based on backtesting and it is excellent at that (instantenous results FFS, pardon my French, but if it so quick, something must be wrong, right?!), why the hell do people need a death cycle of backtesting of the same strat over the same piece of data or additionally tick data? This doesn't reduce toil, it increases it. And there's no profit in multiple backtests, especially when all those tests show profit.
Do trade the most profitable backtests, after a while tell us how did it go...

Given the constraints of mt tester and understanding that FSB's point is not to produce experts for tester, but to use mt as a trading tool for its EAs, I took your strat out for a dance. As I explained, the point, the whole point and nothing but the point is to have equal behaviour between trading and after-the-fact backtesting. Markets are closed, so tester it is. I pasted the results together, attached as a pic. By the way, FSB's testing accuracy was 100%, do I need tick data for another round of backtesting?

Mt tester showing crap -> it has done so since its inception.
Mt live trades corresponding to after-the-fact backtesting using same data -> no problems.
Mt live trades    n o t  corresponding to after-the-fact backtesting using same data -> big problem, which needs to be addressed.

Dustovshio,

Please share your FSB strategy. We will see if there is something wrong with it.

> 10 out of 10 trades are placed at the very top and bottom of the bar.

If it is true, it sounds suspicious.

The FSB Pro (and EA Studio) indicators place signals on fixed prices from the perspective of live trading - not backtesting.
If an indicator is based on the High and Low of the bar, it should take these levels from the previous bar. The indicator does not use the current once.

It is possible to have a bug in some of the indicators. If you share the strategy, we can check it.

...

We do not rely on tick testing. FSB Pro is designed for backtesting on Bar Data.
Of course, there are cases when the Bar data informarion is not enough.

For example, if we have an SL and TP within the range of a bar, it is not clear what to hit first. FSB Pro play safely in such cases. It marks the ba as "Ambiguous" and hits the SL. (when we use "Pessimistic" interpolation)

FSB Pro can load lower time data to improve the calculation precission.

It shows a stats named "Backtest quality". If it is near to 100%, it means everyuthing is OK and you don't need to search for other testing methods.