Backtesting mtgox for historical trade analysis?



I want to test out a few trading ideas for bitcoin. It seems to work on a small time horizon, and I'd like to backtest the past year or so of MtGox data. Is there a service that provides this? If not, is there a place I can buy the historical data dump?


It looks like there are several projects around getting mtgox historical data out.

Nitrous' MtGox Trades Tool: This one seems to be the most useful to my needs. You get a dump, and can manipulate the data to create candles for backtesting.

If you are more into Quantopian, there is a way to use weighted daily pricing data already imported:


Posted 2013-07-29T23:21:06.073

Reputation: 539

See this answer for some up-to-date sources, hope that helps :)

– captainpete – 2014-04-20T14:57:39.060


1 will let you download their entire trade history of any exchange (for free) here: Given the raw trade data (amount, price, timestamp), with some code, you can construct candles. I'm not sure this is of any use, though, because I don't know what kind of backtesting you're doing and whether you are dependent on some existing software that may or may not work with raw trade data (or whether you can make candles from it).


Posted 2013-07-29T23:21:06.073

Reputation: 591