how to generate simulated historical data?

Discussion in 'Data Sets and Feeds' started by clearpicks, Jul 27, 2010.

  1. What are the models to generate simulated historical data series? Is there any website which can generate simulated historical data series? The reason I am looking for such kind of program/website is to apply my trading strategy, which is designed for all instruments/intervals, to these fake data sets. If my strategy fails on these fake data while working on real data, it would approve those existing models are flawed and the rules in my strategy does discribe some basic common law on how market price fluctuates.