Every backtesting simulation relies heavily on historical data. By trading successfully your strategy in the past, it can potentially be efficient in the future.
The quality of this historical data is paramount for the Backtest accuracy. If the data is not accurate enough, it’s not possible to take advantage of the Backtest performance.
Our goal is to deliver a simulation environment as accurate as possible. That’s why NakedMarkets comes with more than 800 Market symbols, from different brokers. We spent time to gather and process these data in order to provide real spreads during the simulation.
NakedMarkets provides Markets Data from a list of more than 800 symbols, belonging to different brokers.
The Markets are various, allowing the backtest of plenty of investment strategies on :
You can download any of these symbols on the dedicated page. All of this data is free and included in NakedMarkets by default.
The main module dedicated to the data management is the Data Center.
It gives the possibility to download and update any symbol from our servers fluently. You can decide to use different brokers : NakedMarkets (virtual broker), Alpari, FXCM, FxOpen, …
The properties of each symbol can be modified related to the the swaps, commissions, spreads and the leverage.
However, we advise you to use the real data spread in your backtesting process to simulate the Markets as reastically as possible.
In order to backtest your trading system efficiently, it’s important to be as close as possible from the live Markets behavior.
The spread is an important factor to take in account when assessing the reliability of an investment strategy. Depending on the system timeframe, it becomes crucial, as for scalping systems for example.
That’s why every symbol data have been generated from the tick data format. Thus, the provided Markets data includes the real spread from the related broker systematically.
During backtesting, this real spread is displayed for every opened chart.