diff --git a/README.md b/README.md
index bb56ee1..33e292e 100644
--- a/README.md
+++ b/README.md
@@ -70,6 +70,32 @@ result = mbt.run(strategy, config, store)
 print(result.summary())
 ```
 
+## Loading data
+
+Bring your own data, or pull it from a built-in connector — both return a
+`DataStore` ready for `mbt.run(...)`.
+
+**CSV** — free on all tiers, auto-detects standard / MetaTrader 4 / MetaTrader 5:
+
+```python
+store = mbt.import_csv("EURUSD_1m.csv", symbol="EURUSD", symbol_id=1,
+                       interval="1m", asset_class="forex")
+```
+
+**Exchange connectors** — Binance, Hyperliquid, dYdX, Bitstamp (free); Databento, Massive (Pro):
+
+```python
+store = mbt.ingest(provider="binance", symbol="BTCUSDT", symbol_id=1,
+                   start="2024-01-01T00:00:00Z", end="2025-01-01T00:00:00Z")
+```
+
+Or from the CLI:
+
+```bash
+manifoldbt import-csv data.csv --symbol EURUSD --symbol-id 1 --interval 1m
+manifoldbt ingest --provider binance --symbol BTCUSDT --symbol-id 1 --start ... --end ...
+```
+
 ## Examples
 
 | # | Example | What it shows |
@@ -86,6 +112,13 @@ print(result.summary())
 | 09 | [3D Surface](examples/09_surface_3d.py) | Parameter surface plot |
 | 10 | [Monte Carlo](examples/10_monte_carlo.py) | Permutation-based robustness |
 | 11 | [Portfolio](examples/11_portfolio.py) | Multi-strategy portfolio |
+| 12 | [Diagnostics](examples/12_diagnostics.py) | Lookahead & exposure safety checks |
+| 13 | [Stochastic Simulation](examples/13_stochastic_simulation.py) | SDE path simulation (GBM, Heston, …) |
+| 14 | [Multi-Timeframe](examples/14_multi_timeframe.py) | Combining signals across timeframes |
+| 15 | [Cross-Exchange](examples/15_cross_exchange.py) | Signal on one venue, execute on another |
+| 16 | [Exogenous Data](examples/16_hashrate_exogene.py) | External series (e.g. hashrate) as a signal |
+| 17 | [Per-Venue Fees](examples/17_per_venue_fees.py) | Per-venue funding & borrow costs |
+| 18 | [CSV Import](examples/18_csv_import.py) | Load OHLCV from CSV (standard / MT4 / MT5) |
 
 ## Performance
 
diff --git a/examples/18_csv_import.py b/examples/18_csv_import.py
new file mode 100644
index 0000000..2f363c0
--- /dev/null
+++ b/examples/18_csv_import.py
@@ -0,0 +1,72 @@
+"""CSV Import -- load your own OHLCV data from a CSV file.
+
+Demonstrates:
+  - bt.import_csv() -- auto-detects standard / MetaTrader 4 / MetaTrader 5
+  - Backtesting on the imported data, exactly like a built-in connector
+  - Free on all tiers (no Pro license required)
+
+The standard format is a header row + `timestamp,open,high,low,close,volume`
+where timestamp is Unix milliseconds. MT4/MT5 exports are auto-detected.
+
+Usage:
+    python examples/18_csv_import.py
+"""
+import os
+import tempfile
+
+import manifoldbt as mbt
+from manifoldbt.indicators import close, ema
+from manifoldbt.helpers import time_range, Interval
+
+# -- 1. A sample CSV ----------------------------------------------------------
+# In practice you'd point `import_csv` straight at your own file. Here we
+# synthesize a small one so the example runs out of the box.
+tmp = tempfile.mkdtemp()
+csv_path = os.path.join(tmp, "SAMPLE_1m.csv")
+
+base_ms = 1_704_067_200_000  # 2024-01-01 00:00 UTC
+px = 100.0
+with open(csv_path, "w") as f:
+    f.write("timestamp,open,high,low,close,volume\n")
+    for i in range(3000):
+        ts = base_ms + i * 60_000               # 1-minute bars
+        nxt = px * (1.0 + (0.0009 if i % 3 else -0.0007))
+        hi = max(px, nxt) + 0.05
+        lo = min(px, nxt) - 0.05
+        f.write(f"{ts},{px:.4f},{hi:.4f},{lo:.4f},{nxt:.4f},{1000 + i}\n")
+        px = nxt
+
+# -- 2. Import into the store (free, all tiers) -------------------------------
+store = mbt.import_csv(
+    csv_path,
+    symbol="SAMPLE",
+    symbol_id=1,
+    interval="1m",
+    data_root=os.path.join(tmp, "data"),
+    metadata_db=os.path.join(tmp, "meta.sqlite"),
+    asset_class="crypto_spot",
+)
+print("Imported:", store.list_symbols())
+
+# -- 3. Backtest on it like any other data ------------------------------------
+strategy = (
+    mbt.Strategy.create("ema_cross")
+    .signal("fast", ema(close, 10))
+    .signal("slow", ema(close, 30))
+    .size(mbt.when(ema(close, 10) > ema(close, 30), 0.5, 0.0))
+    .describe("EMA(10/30) crossover on CSV-imported data")
+)
+
+start, end = time_range("2024-01-01", "2024-01-04")
+config = mbt.BacktestConfig(
+    universe=[1],
+    time_range_start=start,
+    time_range_end=end,
+    bar_interval=Interval.minutes(1),
+    initial_capital=10_000,
+    warmup_bars=30,
+)
+
+if __name__ == "__main__":
+    result = mbt.run(strategy, config, store)
+    print(result.summary())