you can do it. It is not trivial, but technically it is possible and it does not take long either. You create a bot with 1M dollars in the account (simulated in backtesting), you set it to buy as many positions in each candle as the share price is worth, and in the next one to close, sell everything. And this will be the case in each backtesting candle. You do the backtesting, you go to the closed positions indicator, and that will precisely serve as a history of the price of your action in all the candles that you have run it.
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