After long discussion in other posts, I start to develop my simple trading system in C# and Microsoft SQL. I will use free virtual studio C# express 2010 and SQL Server 2008 R2 Express. I don't expect my database to be anything close to 10GB limit yet so it is fine for me for now. I will also create a live trading program with IB, but have to do a lot of backtesting first so backtesting is my focus first. So what is the correct structure of a simple backtesting? I cannot find any book seriously talk about it. I can only find out this blog talks about how to build one with excel: Designing and Developing a Simple Trading System part 1 - 5 http://tradingsystemonexcel.blogspot.hk/search?updated-max=2010-04-16T13:09:00+08:00&max-results=20 Any idea? Should I build the system like the example in excel blog so mainly write the test result in sql database? I can see there are some people develop their own system over here. Mine will not be anything close to HFT, would be something like from analysis 1 second data to daily data. I hope some of you will share, thanks!