Best Backtest Datasets
Author: cspunar67
Creation Date: 4/24/2015 3:54 PM
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cspunar67

#1
I'm new to WLP and I'm looking for a good dataset for backtesting. One that has a variety of stocks. Some that went down, went up, sideways, volatile, not volatile.

Does anyone have any suggestions?

Thanks,

Chris
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Eugene

#2
Suggestion: why not build it yourself from a wide universe of stocks based on your criteria? Trendiness and volatility indicators like ADX, Volatility, Choppiness index etc. should help:

Standard Indicators
TASCIndicators
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cspunar67

#3
Thanks Eugene. I've been implementing your advice.