Free -- Forex Strategy Builder at forexsb.com. It's called forex but you can use it with stocks etc, just get your data in a csv format, it can figure it out. Very good forum, they have a lot of indicators and a lot of customized ones too, sometimes a forum poster may code one for you or convert from metastock. Open source if you know some coding, in C#. If you just want to code an indicator, you can do that too, they are very helpful and use their indicator format and add some calculations for your indicator. Also has an automated extension to trade your strategy. If you really like it, you can buy the pro version to support the project, or use the free ones.