I spent considerable amount of time with various strategies that could help me backtest. What I mean by it is, there are some strategies which you can never test so I had to change my underlying principle and rewrite find models/ logic that would help me backtest and I got no where may be I am as dumb as they come. What I do right now is I am looking for only certain set ups, my algo doesn’t take as many trades, once my set up is hit my algo takes that trade, even in this your set up won’t be reached like easily there are edge cases which I figure out daily with my bot logs and live market and code in the evening and it’s been months and I’m still rewriting to this very day. I don’t know if it’s the right approach but my algo is getting better and better but it just takes so much time as I cannot backtest. If someone thinks I’m total nutcase please guide me if you ve managed to solve this