Take a look at QuantWeb - http://openquant.com/quantweb.html - free to learn, backtest and automate on the web and then you can deploy your strategies in-house with desktop applications.
I suggest that you should first learn how to trade successfully and only then consider how to automate a method. You may find that the successful methods rely so heavily on human judgement that they can not be automated, also that those methods that are easily automated fail to make a profit. Its likely that you will spend most of your time dealing with the intricacies of the software development - because that what you seem to want to do. As you are a software developer you should be able to produce your own programs for testing trading methods rather than use the broker tools. Backtesting will only give an idea of what might work, the key test of success is to walk forward and apply a technique to new data.
What is often unseen is the obvious! If it is obvious then exploit it to your benefit - that's the point.
sasha.. take a look at Amibroker. I have tried others- investorRT, Sierra,TOS ,etc and when it comes to backtesting, AB is pretty good and reasonably priced.Their autotrading is a weak link --only thru an IB plugin. Check out their site specifically their custom backtester interface which is a cut above most of the competition- create artificial indices,etc.
This is completely incorrect. It's open architecture and trading is possible to any broker providing API access.
M.ST. If what you are saying is true then Amibroker , which I think is the best value in this space, got even better! I just looked at Amibroker.com and other than "Open API for data connectivity " in their site and a couple of obscure sites in India and Brazil when I googled "Amibroker Auto Trading" , the only component I am aware of for autotrading in the US is thru Interactive Brokers IB Plugin. What other brokers do you have know can do AB autotrading? Those sites above feature API interface with NEST terminals.Thanks in advance.
Searched under autotrading in the devlog and came up with the IB interface dated 2010.. will keep looking.. still wondering if AB has event handlers for cancel, partials, etc. Anyway.. thanks for the heads-up.