I downloaded historical intraday (1 min., 5 min.) data from both ESignal and Prophet.net. To my big surprise every stock had missing bars ! Sometimes 1 bar in a day but some other times more than 20 bars in a day ! By the way, I determined this using a script I wrote in Wealth-Lab. It is pretty hard to backtest any system if the data used is unreliable... What data provider do you guys use to backtest your systems ?