Thank you for your detailed reply.

From my experience, reality is, that there is no a perfect professional platform available...

The first reason for that is the common very poor exigences from traders from a trading platform... Infact if you investigate deeply, you will see that only a very very little % of traders really need and understood the necessity of an advanced, hi equiped trading platform... The market in that branch is really tight..... cause demand is really little.

The second reason is that also if there are vendors of quite good platforms, their business do not really depends from the platform sells, but also from the commissions they arrange from the brokers and data vendors, via specific "providing modules".... So to make money, they not necessarily need to build a top excellent platform.... They can just build an average good platform, and feed partially from the brokers and data vendors enlacements and agreements, they achive and estabilish for their product....

The third reason is that, top investors, funds and institutions, prefer to desing their own trading interface, which I think, it is the best solution too....

And in case one needs to look for something that costs less than 300-500K $, maybe the best solutions are TradeStation, MultiCharts or NinjaTrader, each one with its own limitations and advantages...

I've used both MultiCharts.NET and AmiBroker as a starting point for quickly prototyping and vetting trading ideas. AmiBroker is a very fast platform for backtesting, especially when looking at a universe of thousands of equities. I found the AmiBroker language very awkward to work with however. MultiCharts is a bit nicer to work with as the strategies can be coded in C#. It has worked well for backtesting a strategy with a portfolio of 30-40 futures markets, but does not perform well when testing a strategy which needs to scan thousands of equities. I used to use Wealth-Lab, back before they were acquired by Fidelity (this was a while ago), and I found that it was a good testing platform, both from a productivity point of view, as the code was easy to work with, and also a backtesting performance point of view, being able to run backtests on thousands of equities in an acceptable amount of time.

Once a an initial strategy idea has been validated I'll usually write a custom application at that point which will be used to further test and eventually trade the system in a simulated and then production environment.

For low frequency I find the latest versions of Tradestation to be slightly superior to Multicharts (and TS supplies the data too). I've used Amibroker and liked the product a lot, but the language is a little awkward and there are fewer add-on utilities available than for Easylanguage products like Tradestation. Tradestation is also ok for low frequency equity strategies, but IB has some excellent execution algos and their rates are highly competitive for a retail platform. The IB market data feed and api are poor, however. With some effort you can hook IB up to analytics products like R or Matlab to handle large scale data processing. It works, but the interface can be flakey.

For higher frequency strategies I really like Trading Technologies Algo Design Lab. See High Frequency Trading with ADL (http://jonathankinlay.com/index.php/2014/11/equity-curve-money-management/). There is a link there where you can find a lot of detailed info on the product. It's currently limited to futures trading only, although I gather there night be a version in the works that will handle equities.

After that, BAML and GSEC have excellent professional trading platforms. I liked the Knight platform for equities very much and their rates were highly competitive (starting at $0.001 per share).

Hi Stefan, join Systemathics at the Free Workshop in London on December 17th.

Reading your note above, it appears that we certainly have the trading platform that shall match your requirements and help you building your project.

http://www.systemathics.com/events/wuk20141217.php

I can also highly recommend the Systemathics platform for someone looking for a step up from a retail product like Ninjatrader, while remaining within the C# paradigm.