FAQ »

Where to find historical data for strategy testing?

Historical data is the foundation for testing trading strategies and evaluating their effectiveness. Access to quality data allows you to perform backtesting and improve algorithms.

Types of data:

1. Price data:
   • Open, close, high, and low prices (OHLC).
   • Tick data for detailed analysis.
2. Volumes:
   • Information about trading volumes in the market.
3. Order books:
   • Market depth for liquidity analysis.

Data sources:

• Quandl: Historical data on stocks, futures, and indices.
• Yahoo Finance: Free data for backtesting.
• Interactive Brokers: Access to historical and current data via API.
• MetaTrader: Supports downloading historical data for forex trading.

Tips:

• Verify data completeness and quality before use.
• Use data with minimal gaps for accurate results.
• Archive downloaded data for further analysis.