I won't mention any product names but whatever program you decide on make sure you can focus and imput spread and slippage adjustments.
You might look at amibroker and cooltrade. I've toyed with wealthlab and I hate that's tied to Fidelities dog of plateform ATP. Wealthlab has features but I see WL folks moving to amibroker. But amibroker just has a mail list for support where WL has a decent portal and search. Check out cooltrade. That's my next todo. Please post back here your findings. good luck. curt
If you are looking for a powerful full featured product with great support then you should look at TradersStudio. The product can let you run your existing Easy Language code as well as do portfolio testing. You can also design custom money management strategies and combine multiple systems. I am including some links to recent threads discussing TradersStudio as well as other backtesting software. TradersStudio 2.0 is released http://elitetrader.com/vb/showthread.php?threadid=69999 Thread on Mechanica software http://elitetrader.com/vb/showthread.php?s=&threadid=70340&perpage=6&pagenumber=1
Officially, curt504 provides accurate information. However, with a creative search or two on the internet combined with the IB Broker Adapter, one no longer needs to find themselves tied to Fidelity. - Spydertrader *Disclaimer: I do not use the IB Data Adapter or IB as a brokerage firm.