Programming a trading sysytem

[gamma]

I intend to program a trading system, based on moving averages and some more indicators. It will be a median time
trend following system - no day trading.
Now I am looking for the best and not too expensive software to do that. I studied already websites of Amitrader, Ninja
and WHS, but the available info is incomplete and confusing.

The software must provide
- a programming language ( similarity to C or Pascal preferred )
- fast backtesting
- Optimizing ( i.e. backtesting with variable parameter )
- interface to historical data

Who has experience in programming and can recommend such a software?

[Enivid]

Why not to do it for MetaTrader 5? MQL5 supports all that you've listed.

[gamma]

Thanks for the tip.
I will download Metatrader and try it.

[chrisadam7]

"Building Automated Trading Systems is a must read for anyone developing professional algorithmic trading systems. It brings all aspects of design, functionality and real-time system implementation into clear step-by-step focus. This book will be a first choice reference manual for the serious professional .NET programmer in trading system development."