Validation data for programming Technical Indicators

Discussion in 'Data Sets and Feeds' started by shogunmike, Sep 17, 2007.

  1. Hi,

    I'm writing a C++ program that has a few technical analysis indicators in (EMA, MACD, ADX, Stochastic K and Stochastic D).

    I was wondering if anybody has a set of data that I could use to test that my formulae are generating the correct values, before I utilise them in my application?

    Anything would be great, i.e. just some S&P500 data with the corresponding ADX, S:K, S:D, EMA and MACD data over a certain time period. All I need to know are the periods that you've used the indicators for (i.e. 9-day EMA for instance).

    Thanks that guys, much appreciated.

  2. Hey guys,

    Does anybody have anywhere I might be able to get this data? I've been looking quite hard. I can usually only just find the formulae, but no actual data to back it up.

    Maybe the original academic papers for each respective indicator?

    Thanks again,

  3. i don't have it handy, but send me the security(s) and indicators you want and i can send you something by tomorrow via CSV or TXT, your choice. i am assuming that you want EOD data?

    send me a PM...
  4. This is exactly what I need...thanks for the link dcraig, and also thanks for the converson offer bootstrap, but I think the TA-Lib will suffice.

    Cheers for the replies,

  5. jmwilk


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