Backtesting with greater realism?

Can anybody recommend a backtesting system which offers better realism than TradingView – one which would have intra-bar data?

I wrote a momentum / scalper strategy in pinescript and the results seem to be wildly unrealistic, yielding massive profits on just about any asset type on any time-frame, and I think the issue I have is the lack of data inside each bar.

One solution I have in mind is to write a bot, run it in a backtest mode, and use lower time-frames merged into a higher time-frame format to recreate the realism of real-time trading. But to do this on a longer time span, like a full year or more, is going to be challenging.

Submitted October 30, 2020 at 01:40PM by flakyfacefool
via https://ift.tt/3mEj6KU

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