Questions regarding Back Testing Software

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Can someone recommend software to use for Back Testing trading strategies... This is what I would like...

(1) To be able to say to the software, "Go find every instance where a security has lost X% in Y days over the past 20 years" (for ex)
(2) Then ask it to show me what happened in the next day, wk, mth, yr, etc
(3) I'd like the software to come w/ the historical data so i don't have to track that down as well - at the least, i'd like it to have info on all US equities
(4) preferably, the historical data will go back 100 years (or at least a very long time)
(5) Looking to spend less than 200 USD total

I'm pretty new to this, so I don't need hugely complicated features - i'm more looking for software on which i can learn to backtest basic strategies.

Any/All suggestions appreciated... Thanks very much...
 
if you are trading enough shares per month, tradestation is free and has nice features for doing what you want.

I bet NInja can do it but you probably need to do some more programming
 
Thanks Bill! The thing is, I'm not trading any shares per month. At this stage, I'm solely interested in Back Testing some systems (hopefully I'll find something and move on to the trading stage). I'll check out Ninja.

If anyone has any other suggestions for Back Testing software, I would really appreciate it. I'm comfortable with some programming, I just want to make sure that before I head down the path of writing something myself, I've made sure it doesn't already exist.

I have checked out all the threads on Back Testing, it just seems like the suggestions are for people who are either (1) looking to do extremely complicated things or (2) looking for a trading platform/software package that ALSO does some backtesting
 
I use Amibroker - it is relatively cheap at around $179 (US) for an EOD package. I can do, I think, everything that you're looking for.

Data is a separate issue - AB does not come with data (most software does not). I don't know any vendor that goes back 100 years.

Trading Blox (Trading Blox) can also do most of what you're looking for, comes with data, but is out of your price range.
 
Thanks droskill... I've been doing some research and I was thinking I would go w/ AmiBroker... So, the confirmation from you is re-assuring... Thanks again...
 
I know AnalyzerXL. It's good. Customer service can be a little bit slow sometimes. but the product isn't bad. By the way, they offer up to 50% Christmas discount. It'a a great chance. I purchased it 10 days ago( If i knew...
 
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