Add support for tick data

[casper-hansen]

Very concretely, I wish for there to be added support for tick data in the backtest.

One example of how it could work:

• Your backtest is on the 5m timeframe
• You can additionally pass a 1m timeframe or even down to 1 second data

Benefits:

• More accurate results when backtesting, more accurate trigger on stop loss and take profits
• More flexibility in your strategies, e.g. you can implement an approach to check if the tick distribution fits your assumptions

Cons:

• Could possibly be slower because of increased size of data, but this can be resolved with making it optional and keep the normal functionality just as fast as always

[kernc]

See #130 (comment).

Simply begin/run the backtest on 1m or 1s instead of the 5m timeframe? 🤨