Backtesting on 1 tick data

You can create custom backtest in python and load ticks data to it

 

So you think shortchanging a backtest is better use of your time?

 

Exactly the opposite.

 

If your system trades daily, you don't need to test every tick. If you are trying to arb S&P 500 futures vs. SPY intraday, maybe you do.

 

How is it more accurate than any other intraday timeframe? The smaller the tick/bar sizes, the less is the volume, thus, actions taken by the strategy are more likely to influence following ticks. Think slippage.

 

Exactly, think slippage using higher than tick level data.