The origin of Roma community is now neither a myth nor a secret. The mystery of origin and the distant history of Roma have been penetrated linguistically, historically and culturally.

The findings of linguistic and cultural anthropology as well as ethnological study of Roma community substantiated Indian lineage of Roma and broke off the archaic stereotypes attached to the origin and migration of Romani people who have still been the most disadvantaged and marginalized where ever their abodes are.

The first attempt was made to trace the roots of Roma by virtue of linguistic comparison by a Hungarian pastor Valyi Stefan, who was traditionally attributed to the "discovery" of the Indian origins of Roma.

In the early 1760s, he at the University of Leiden in the Netherlands came across three fellow students from Malabar Coast in India, whose language and appearance reminded him of Roma living near Komárno (in present day southern Slovakia).  

Valyi Stefan was from a landowning family that employed Roma on its estate, therefore he noticed similarities in the language spoken by Malabari students and Roma. He jotted down a list of over 1,000 words used by students and compared the list of words with those of Romani Chib after his return from the university in order to dispel his suspicion. 

Link: http://www.albaiulianul.ro/cultura/item/6933-examining-the-indian-roots-of-roma-their-historical-linguistic-and-cultural-

In their rich national history of over 1000 years, the Roma were known as people entertainers.
Beside the other, the circus profession, like jugglers, acrobats, tamers, etc., was part of their everyday life.

In one of the studies, it is noted that the first Roma circus group on the territory of Europe appeared in 1322. She traveled from Egypt to Constantinople, and numbered 20 members who made deadly games in the arena. That shrub in 1323 from Constantinople through Thrace arrived in Macedonia and then in Serbia.

At that time in Serbia, the master was Stefan Uros II or better known as Dečanski. Greek historian Nikifor Grigoras described this circus in his work "History of Byzantium".

According to him, these circus performances in Serbia did the same things they did in Constantinople as well. They watched the plays in Prizren, Skopje and other cities. Probably that group of Roma circus acrobats then went somewhere to the west most probably in Spain. These records were evidence that Roma were already in this area at that time.

Then from the time of the Turks who occupied this area there are reliable sources for the Roma that were in this area. One of them is from 1491, according to the census Roma were Christians who found the Turks themselves.