I have been toying around with some trading systems that I would like to test in realtime and backtest. Before I dive in and do this with real money, I'd like to really play in "the sandbox" Can any of you guys recommend a good program software setup with historical data to get started with. I basically am working on US equities I don't want to spend the big bucks to "test" but am willing to invest in a hardy system once I am ready to trade. I'd like a macro/scripting/rules programming language that is not too cryptic to use. 11Blade.
Take a look at Amibroker and Multicharts. Both have a 30 day free trial and allow you to download historical data from a couple of different sites.
NinjaTrader is free and it can connect to OpenTick (free realtime/historic data - you only pay exchange fees) For the price, it is a good deal. Not the fastest platform mind you but it gets the job done. -MrTwo