I'm trying to break-free from the man and have been working with strategies in R. We have similar testing software at work, but I wanted a clean break from stuff at work. I'm scared to test my ideas at work in the event that they want to own my ideas. I've got two options: 1) Use a retail software package to backtest, and/or 2) Write my own framework I have no interest in rewriting my own framework. TradeStation's platform is too expensive as a standalone and their execution is too slow. What I did this weekend was try to automate my strategy in E-Signal. I used their EFS package, but the interface for backtesting seems really broken and doesn't generate those equity graphs over time. When I used this software about 5 years ago, it seemed to work then. Now, it doesn't seem like it works. What are you guys using? I don't care about speed -- I just want back-testing results quick. When I go to market, I intend to write my own execution framework and trade managers.