I have a very nice java back testing utility that I have developed. It is based on an engine where you can define Indicators and TradingMethods, and then apply the TradingMethod to some set of historical data. It then trades as a proxy and accumulates results that let you see how your method would have done. Also, it has a "best" mode where you can run through a series of parameters (such as different values for MAs or Stop Losses, etc.) and find which combinations work the best. At the present time, it is not suited to non-programmers. However, if you happen to be a programmer and a Java developer, then this might be for you. Maybe with some good help we can get it to a public domain linux-type-of-license thing. So here's the deal. If you're a programmer and are willing to do a little work every now and then on it (like add an indicator, a GUI, etc. etc.) I will send you a copy of it. Take a look at it, play around with it, and contact me to arrange to work on a "specific thing". Then send it back in, I'll consolidate all the pieces and then for the next revision, you'll get a package with x-improvements (where x is the number of people working on it). So, as you can see, it could be quite worthwhile. Just send me an email if interested, or leave a reply here. Good luck trading.