data sources

There are lots of sources of data available. Personally I am an avid sharescope user which has lots of data export options. There are many others. For free historic data you can do worse than go to yahoo finance. This gives you the option of downloading historic prices directly into a spreadsheet.

There is a link here to historic FTSE prices. And if your interest is US here is a link to DJIA historic prices. With these links you should then be able to navigate to other securities of interest.

Also worth a mention is the free futures and Forex historical data provide by Trading Blox. You can download ten years of historic data for free here.

Getting accurate data into Excel is probably the biggest drawback of using it to test your trading ideas. There is a great deal to be said for using third party software with dedicated data feeds so that you spend your time testing trading ideas not trying to grab accurate data. But, if you can stand that limitation, excel is still a great place to test your ideas.

If you cannot stand that limitation I believe Trading Blox has a good reputation.