Can I get CSV(flat/text) files from my brokerage for historical data?

Carlos Un-shackled

Junior member
14 0
Background - I'm a Programmer and want to do my own backtesting. I appreciate most of the members here will do this graphically but I'm hoping to use my skill! Did a keyword search but none of the results are definitive.

Also - any good articles from people who've done this before?


Carlos Un-shackled

Junior member
14 0
I appreciate that! I'm hoping to refine this to expand the entire backtesting process to tell me not only an instrument's rules of entry/exit, but also to quantify it's volatility and predictability, compare instruments and then choose the one that gives me the healthiest mix (and hopefully max) of both, whilst fitting my lifestyle, and fitting my as yet unestablished trading psychology.

I imagine that's quite a lot for a newbie trader who hasn't done an hour of backtesting to take on - and if you have any further thoughts whatsoever, especially if you happen to know a software that will do all this without me having to spend a few days rolling my own, that would be much appreciated too!!

It depends on what instrument you are wanting to test ? Yahoo gives data in CSV format which can be downloaded with an exmaple of the S&P500 Here and Dukascopy used to do as well.


8,569 918
Much of this depends on how much you are happy to develop your own program. If I were looking to do something similar then I would probably choose Multicharts. Depending on which option you go for you can write programs for it in C# to meet your specific needs or choose the option called PowerLanguage which is a native compiler that allows you to write your own scripts but is less capable than C#. You can also try it free and I have no affiliation with it.
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