I've actually decided to give openquant a try before writing it all myself from scratch. I'm sure to run into problems/limitations but if it can get me up and running in a month it's probably worth the time. I can still write one from scratch if openquant doesn't do what I want/need but considering that it's really a bunch of c# components it should be possible to code anything up. Only being able to backtest against specific stocks might be a limitation that ultimately causes me to write my own because I want to do some big data mining stuff. In c++ I can scan all historical data at the rate of the harddrive - can probably backtest 1yr on minute bars at a couple of seconds per stock if that data is laid out efficiently. c# is reasonably quick too, might prove to be fast enough for this kind of stuff.