[stocktradr]

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!