Tickblaze looks good for stocks. Unfortunately, they're not offering historical futures backtesting data. Market Replay Data Downloader has NinjaTrader NT8 replay data files for some futures going back to 2014 with most data since 2018. It's not hard to export the tick data from those files, just time-consuming. Or, you could export the data to any timeframe sets of OHLC you want. Only costs $50 a year. I know, you can get these same replay files from NinjaTrader servers directly, but the MRDD app is easier to bulk download. I haven't used Tickblaze to know if it would be possible to use the MRDD data with it. But I do have Amibroker and that could backtest the MRDD data. Amibroker allows backtesting with getting in and out on the same price bar. Just a word to the wise, if you have programming abilities and want to autotrade a well-proven algorithm with a positive expectancy then write your own autotrader where there is no middleware between you and your broker. Yes, it's a lot of extra work but trust no one in this biz.
Are you saying we should write our own platform similar to NT8 or Multicharts or MetaTrader4 ? Are you kidding ? That is a monstrous endeavor. Best to learn your existing autotrading platform well and use their tech support for the intricate details of autotrading.