@run-out thanks for the detailed answer.
A couple of comments:
- one big caveat I forgot to mention is that I am not going to code it. My programming skills are quite low, it will take me too long. I would pay someone to do it, so if anybody consider it feasible and is available, feel free to contact me by email (I don't have issue about the privacy of my algo, I am not expecting it to be revolutionary, just something that works to backtest my investment ideas).
- about the external data comment, can you point me to somewhere in the backtester documentation where it gives a bit more details about "pre-calculated indicator lines"?