I am looking for a software/brokerage firm such as TradeStation that provides the full package of data-feed, backtesting strategies on the data, and execute those strategies fully automatically through its own brokerage service. Many of the automated solutions I found act more like a bridge between the trading strategy and the broker. For example, NinjaTrader takes the signal from TradeStation or eSignal(data-feed) and sends orders to the broker. I don't understand why anyone who has data-feed from TradeStation would use some other software and broker to do automatic trading. It seems like a hassle to integrate the data-feed, backtesting software, automated execution, and brokerage, which are usually provided by different vendors. You have to make sure that all the service providers are compatible with each other along the chain. Does anyone know of any software besides TradeStation that can provide real-time data, backtesting, automated trading, and brokerage all in one?