Describe a new feature or changes to a current feature that would improve your trading.

Allow different timeframes (above 1M) in backtest to speed up computation

When backtesting over long periods of time with for example 1H bars, when you only open and close positions at the beginning of a new bar, you want to save the many minute bars in between. That is, because you won't trade on those anyway.

Please enable backtester to be able to compute on all timeframes different from 1M - also reading higher timeframes from CSV.

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