KeAnZu

Whatever system you come up with and want to trade you will need to backtest.

Apparently some of the options are:
TradeSim, Trade Station, WealthLab, Amibroker

I checked out the WeathLab website and it doesn’t look too shabby. Decent community and nice little leaderboard of best systems!

If you want to get more hardcore and dirty then you can try coding your own system within the Perl framework provided by GeniusTrader.

I’ll try out AmiBroker since it has a free trial.