1. Has the ability to trade a portfolio of instruments. a) Multicharts allows me to backtest and optimize a portfolio but when it comes to trading I have to add each individual instrument and apply the strategy to it. This makes it very difficult for the system as a whole to know what the other strategies are doing (whether they are in a position or not how much capital is at risk at any given time). What I consider to be the true holy grail is the ability to efficiently use capital at all times while never risking more then a certain percentage at any given time. Without the ability to create strategies on the portfolio level it is impossible to know what is going on in the big picture at any given time. b) The strategy must always know what your current intraday and overnight buying power is so it can adjust positions to meet overnight requirements but is also able to take advantage of additional intraday margin. 2. Can more accurately calculate slippage in back testing based on the bid ask spread, the avg daily volume, and the size of your position. 3. When backtesting and optimizing a portfolio of instruments the results should allow you to drill down and see how each individual instrument performed. Also to group instruments that performed similarly together so you can easily identify which group of instruments works well with the strategy. 4. The ability to optimize based on Sharpe Ratio, Lowest Drawdown, least consecutive losers, etc. NetProfit is not the most important factor. I would be interested to hear from any other auto traders on their opinions and thoughts. Does something like this exist? Would you have to build it? Is this stuff useful or not really?