Wouldn't it be better to just use a charting platform that has replay data...allowing you to realistically reply the actual price action data instead of the unrealistic bar by bar that does not actually show how each interval changed with each tick.
Several data providers allows replay data...just Google it.
@wrbtrader I am with a prop firm and use Fusion as my platform, which doesn't allow these features.
I am not too fussed about the actual replaying of the data (won't complain if it's there tho) as long as I can have the bars, as my research does not require it.