Discussion going on about trading other exchanges, and we also have two new German students who have an interest in trading European stocks.
I have never used this provider but know people who have in the past. They provide data on a broad array of exchanges.
I would suggest this data will be subject to the nuances of survivorship bias so some caution required. Ideally I envisage:
(1) the system is already profitable on both ASX and US data, and
(2) shows profitability on the new data
Then its probably okay to trade.
http://www.justdata.com.au/data.php