Ask HN: What is the best way to test stock market strategies?

Good question. What I've done in the past is picked 5 companies that are widely traded (V, TSLA, AAPL, GOOG, etc.) in markets that you know.

From there, develop out a few different strategies of what you want to test (formulas, graphing, etc.)

Google, Yahoo!, and other allow for direct pricing feed downloads - check out http://goo.gl/KGWqpo

From there, you can apply your formulas to raw data and see how it stacks up. Remember, you want to test the hell out of this with a broad range of data. Start with companies/markets you know first, then go out from there. As others have suggested, use historical data.

As a tid bit, for testing trading strategies, I use ThinkorSwim since it offers an obscene amount of tools on live market data for mock trades. Cheers!

Many brokerage houses offer "simulated" accounts which you can use to practice with real data (i.e. they behave like real accounts and use real data except the transactions aren't actually done) and often have APIs you can use if you want to automate your strategy.

Run your strategies trough past data. That's how it's done by professionals. Remember that data used for testing can't be from same period you used to construct the strategy/model. Using data from decades ago, is usually safe.