Back-testing against real data


In looking around for an algo trading platform that offers a Node.js client, I stumbled upon Alpaca.

Before I get to actual trading via Alpaca, I am interested in writing some programs to validate (or not) trading strategies based on various relationships between technical indicators.

Can I do this with Alpaca?

Specifically, can I run such programs against historical market data without (obviously) executing any real trades, and collect the results to see how the relationships perform?

Thank you for your help.


Hello, it depends on what time frames you are looking to use. Alpaca works well for daily bars, and Polygon has all the intra-day bars you can get using their documentation on their website. The only problem with Polygon is that they have inconsistent data (ie: the data doesn’t always match your time frames unless you do a little tweaking in your code)