Trading multiple systems is definitely the way to go if you have the capital. I've done a bit of testing using C++ and my own platform. Does anyone know of any other off-the-shelf software products besides Trader's Studio that let you test multiple systems at the same time?
Suppose you happen to have two systems trading the SAME market(s), it shouldn't require much to throw out the poorer one. If you can't do this, you don't know what you are talking about.