Back-testing against real data

Alpaca Products Discussion
1

Hello,

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.

-Paul

2

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)