I've seen R used for this type of thing. See http://www.milktrader.net/2010/01/programming-custom-backtest-profile-in.html http://www.milktrader.net/2010/01/pr

I've seen R used for this type of thing. See http://www.milktrader.net/2010/01/programming-custom-backtest-profile-in.html http://www.milktrader.net/2010/01/programming-custom-backtes...