I quit daytrading, swing trading is much better
I quit trying backtesting intraday, stopped daytrading.
Nothing seems to work for intraday, daily and weekly timeframes are better.
1 min, 5 min, 15 min, 30, min... Nothing works, bad returns, bad drawdown.
Of course you can build an algorithm or model that beats the market for intraday, but it will be very hard.
My advice after weeks of backtesting: focus on longer timeframes.
Tested several strategies, RSI, moving averages, Hilo Activator, Stochastic, and others. They don't work for daytrading but work for swing trading.