Hi All, Fairly new to these forums... new to posting anyway. I've spent quite a lot of time trawling through the many posts on here reagrding the variations & pros/cons of different backtesting/automated trading system software. Not wanting to reinvent the wheel here... but I'm still not quite clear in my mind as to what some of the major differences are between various offerings. I should state that I am intending to trade both intraday and swing trade over longer time periods. I guess at this stage it will be roughly a 50/50 split between intraday vs longer term (up to 2 month absolute max). So far, I seem to have narrowed my own search down to four possible alternatives. 1. Ninja Trader - I've spent the last two weeks, on and off, combing through their on-line manual... and test driving the software in various simulation modes. From what I've seen so far (on 6.5), Zen Fire feed (which is lightning quick) I'm pretty impressed with the product. It looks to be a better solution for intraday traders than EOD traders, but that suits me fine. I very much doubt I will be executing at the open based off last nights close. Other possible solutions that I have been eyeing, but not yet test driven... 2. OpenQuant 3. Traders Studio 4. Trading Blox - While this looks like a very well thought out and solid backtesting system, it looks aimed at EOD traders, and since it doesn't handle automated trading (i.e. connections to broker API's) I'm inclined to just assume that this product is not going to be right for me, no matter how solid it's backtesting. For the record I should state that I have a background in writing, designing & trading statistical arbitrage strategies for a couple of big investment banks. I'm an experienced programmer in VBA & C#. Now looking to trade my own money in a more structured way, putting some of my experience to use. I am well versed with the in's and out's of backtesting, optimization and alpha generation. I've done a lot of portfolio level optimizations of risk adjusted alpha conditional on various risk parameters, within both individual position and portfolio level VAR contraints etc. However, I'm not sure I see a lot of benefit in this unless you are trading a big account... From my own perspective I'm initially hoping to concentrate on 5 to 10 liquid futures contracts/major Forex pairs. So I'm not clear what sophisticated portfolio level risk control will add. I think it would be incremental to what you'd get from some hard coded money management and risk control parameters. Anyway, in a nutshell, I defer to those of you who have more experience of this software within the context of trading your own accounts. What are your experiences? Given my needs & goals (short term goals at least), what do you think would fulfill those best - while giving me a good amount of future proofing for expanding my portfolios/asset universe...?? Any specific limitations of the various systems that I should be aware of...? Any particular features specific to one of the products that I should know about...?? etc...etc... Thanks for your time. I look forward to your views.