I'm new to all this too.
There is a bunch of powerful stuff out there. Ive checked out a bunch of demo's. If you need something simple, to write and back test simple strategies I would recomend TD Ameritrades "strategy desk" you'll have to open a 5k account to get access to all their data. you won't be able to test futures, stocks only. Within a week of self training I was back testing strategies on 500 stocks 10 years back. I will change software as I get more advanced, and my back testing winds down, As I do not want to pay 10 bucks a trade.
Good luck.