Best Data Providers for Backtesting

 

Hello,

Can anyone recommend a good data provider for backtesting EA's?

I currently use TickStory (Dukascopy) but the history is limited to only a few years, especially for the indices. For example history for the S&P is only 5 years. The maximum history is for the majors such as EURUSD with 9 years.

I want to backtest a long term trend following system at 99.99% quality over a long term period of say 10-15 years. I preferably want to test on indices and commodities as well as forex.

Does anyone know if this is possible?

What data providers is everyone using for long term testing?

Thanks in advance! 

 
Bear in mind that the markets have changed a lot and I personally assume that datas older than a couple of years have only limited benefit for indicators and/or EAs.
 
Carl Schreiber:
Bear in mind that the markets have changed a lot and I personally assume that datas older than a couple of years have only limited benefit for indicators and/or EAs.

Agree to some extent, some elements do change but many also remain the same. Many traders still profiting today from the same core strategies designed decades ago.

I am testing a long term trend follower so I need years of data. At least 5 years really to capture the cycles, and then preferably another 5 for out of time sample.

I'm sure I've seen people provide 10+ years backtests with their EA's on here so it must be possible.

Reason: