http://www.elitetrader.com/vb/showthread.php?s=&threadid=15880 System testing would be an integral part of this as of yet unformed group of traders. Send me an email (my address is within that thread) if you are interested.
Do not waste your time with rlb21079. Several people, including me, send him a simple systems to be tested and he failed to deliver. Walter
For cheap software try amibroker.com or wealthlab, but then you still need to get data. There is some free historical data around, but you'll have to look. Try doing a search on this site and you'll find some stuff. Tradestation now charges by the month (100-200) depending on the type of account, and then you'll have access to their data. Either way you are going to have to spend hours learning the software, getting data, and tweaking your system to get the software to do what you want. Good Luck, nothing is free and nothing is easy in this business.