Strategy Tester, Model=Every Tick - Random Interpolation?

[twingo99]

Given:

a) disconnected from server, historical data only

b) 1M bars used to create all other timeframes using period converter

c) Model=Every Tick, Period=Daily, Sym=GBPUSD

d) UseDate=checked, From 2016.02.12 - 2016.02.15

I ran into some quirky behavior on my EA and started to drill down into the details. Running a simple EA:

#property strict
int OnInit()
  {
   i=0;
   Print( "OnInit i=",i,TimeToStr(TimeCurrent(),TIME_DATE||TIME_SECONDS));
   return(INIT_SUCCEEDED);
  }
void OnTick()
  {
   i++;
   Print( "OnTick()  i=",i," " ,TimeToStr(TimeCurrent(),TIME_DATE||TIME_SECONDS));
  }

I'd expect to get similar output in the Journal window of the strategy tester. Starting with i=1 and so forth. However, this is not the case.

For IDENTICAL input parameters, simply re-running this simple test EA gives wildly different starting points. Results copied from bottom of journal window in strategy tester:

Run1:

..

2019.03.15 10:14:59.450    2016.02.12 04:37:18  OrdExecTest GBPUSD,Daily: OnTick()  i=8062 2016.02.12
2019.03.15 10:14:59.450    2016.02.12 04:37:17  OrdExecTest GBPUSD,Daily: OnTick()  i=8061 2016.02.12
2019.03.15 10:14:59.450    2016.02.12 04:37:16  OrdExecTest GBPUSD,Daily: OnTick()  i=8060 2016.02.12

Run2:

..

2019.03.15 10:23:14.051    2016.02.12 22:57:21  OrdExecTest GBPUSD,Daily: OnTick()  i=56062 2016.02.12
2019.03.15 10:23:14.051    2016.02.12 22:57:20  OrdExecTest GBPUSD,Daily: OnTick()  i=56061 2016.02.12
2019.03.15 10:23:14.051    2016.02.12 22:57:20  OrdExecTest GBPUSD,Daily: OnTick()  i=56060 2016.02.12

That implies the tick interpolations are random rather than fixed on some template though there's no mention of 'random' in https://www.mql5.com/en/articles/1511

which talks about predefined templates. Does anyone know of a link where the interpolation algorithm is defined clearly?

thank you