I would suggest you take a look at Amibroker. It is a fantastic modeling tool for system trading and has an auto-trading interface for IB. Unfortunately it does only IB for now. If it could auto-trade with other vendors including forex it would be the best. For what you want to do, check this out: "# Automatic trading via programming interface (currently Interactive Brokers only)" http://www.amibroker.com/features.html mustang8888
That's a common setup which has probably been replicated by users some million times. Can do it yourself with IB api and any programming language (eg download c# or vb express, or use java if you like it). Need multiple TWS running, as each one has a (more or less depending on capital) limit of 100 data feeds, I think. (Each individual can have 2 accts) That would be the cheapest. It costs 0 ... in money ) eheh. Tom