Hey fellow Canadian. Thats a pretty str. fwd rule for some of the main systems out there. I have been on Ninjatrader for over 2 yrs and you could probably code that in yourself with their strategy creator, then just tighten it up with a coder if it needs some tweakign. If you haven't used it its pretty damn good for traders who can't code, like me. If you have to pay to have it writen , do it, totally worth it. Some of the powergeeks could do that in like 20mins I'm sure. Or I could probably help you if you start using Ninjatrader. Good luck.
Sounds great, but the Cruz Brothers have not been delivering great data quality lately and I think many have left the flock if you know what I mean.
In addition to Tradestation and NInjaTrader, there are a few more solutions for starters, like Metastock, and TC2007 when it comes to stocks. Actually, TC2007 can scan up to 7,000 symbols really fast. Amibroker and Wealth-Lab can also do the job. If you leave in USA, the only way to get Wealth-lab is though a FIdelity account. However, maybe the OP has never backtested his system since programming a system is the first step to final automatic execution and most backtesting programs can also generate trades.