Using the new order and price series objects I can link as many strategies or operate as many unlinked stratege that have been back tested down to the tick level in TradeStation quite easily. Plus for those that use volume or price denoted bars they offer more historical tick data in both contract and continuous format. More than any retail level data vendor I know.
Also these strategies can be operated from a RadarScreen that can run a custom scan on a portofolio of a thousand stocks or more and then selectively execute on the portfolio member that meets the criteria and passes through the filters for trade execution.
For both backtesting and operation in real time the internal script language, Easy Language, plus the global dictionary and all the new order objects and other tools make it easy to receive data, process it into any indicator/input value from any symbol in any time frame and conduct trade executions on any symbol all from the same strategy code module.
There is a tool that alows for easy communication with Excel. We, for instance operate Neural Networks in real time in excel and bring the predictions back to strategies running or backtesting in TradeStation.
You can use the platform with really great charting and get the data for $100 per month and free if you do minimal trading. Real time and historical data for CME, CBOT, NYMEX, COMEX, NYSE, AMEX & NASDAQ all for less that $30 per month.
For backtested they offer both brute force and genetic optimizations as well as walk-forward testing.
Jack