Quote from kut2k2:
I like AmiBroker for most-value-per-dollar advanced trading software but, to be honest, all you need is a modern spreadsheet, i.e., one that has a built-in optimizer function (I think Excel calls theirs 'Solver'). You'll have to learn how to program the cells yourself but it's worth it for the freedom you gain in being able to totally customize your indicators and charts. And you can use AmiQuote.exe (freeware) to download free yahoo EOD data for backtesting to your spreadsheet.