"Je suis allée au cinéma avec mon frère."
Traduction :I went to the movies with my brother.
"I was going to" is effectively wrong as it would translate "j'allais" (imparfait). However I can't say why "I was to" should be correct. Did you report that ? In any case "I have gone" is not really good English either. "I have been" or "I went" would be better. "Gone" refers to someone who is absent and if you are absent it is difficult to speak and say "I have gone". (although I suppose you could keave a written note for someone else to find saying "I have gone" because in this case you would not be there when they read the note.)
i went is the second translation that duo proposed to me. I think duo miss a word when it says "i was to". Thanks for your explanations !