There's a website that allows you to setup a trading strategy
(e.g. "buy when the 10-day moving average overtakes the 30-day
moving average") and then back-test it against any stock's
historical prices. I saw this website a couple of years ago and
at that time I was not interested, and now I can't find it.
If it helps you find it, I remember the site had a rather low-budget
look and feel to it. Also the strategies could be coded using a
sort of script with If/Else statements etc.

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Clarification of Question by atr-ga on 24 Sep 2004 11:51 PDT

I just need a tool for back-testing stock trading strategies
with real market data... It doesn't have to be a website...
It needs to support some sort of scripting language for me to
create my proprietary indicators and signals.

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Clarification of Question by atr-ga on 24 Sep 2004 11:55 PDT

I increased the question price to $25... For $25 I'd expect a
comparison of 2 or 3 alternatives... Rather than a single answer. Thanks

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Clarification of Question by atr-ga on 24 Sep 2004 13:19 PDT

Thanks!! BTW I'm taking the question price back down to $5,
don't want a Researcher to copy your comment and claim the $25 :-)
But I'm willing to pay $5 for additional info.

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Clarification of Question by atr-ga on 25 Sep 2004 13:24 PDT

I found it finally! It was wealth-lab.com

The site you are referring to from a few years ago is called StockWiz.
It is available at http://www.stockwiz.com . It is definitely the
low-budget player in this space (for sentimental reasons (?) their web
site still looks as low-budget as did years ago). They provide daily
stock data, an analysis program that supports scripting using a
proprietary language. A support group exists on the Yahoo! Message
Boards (http://finance.groups.yahoo.com/group/stockwiz/) where you can
read up on users experiences with the service. The cost is $19.95 a
month, which is very reasonable.

On the high-quality, high-price side, there is MetaStock. MetaStock
has been around forever, and has high-quality data available through
their parent company, Reuters. MetaStock has good support, and a wide
cottage industry of other companies that integrate with MetaStock data
formats and plug-ins (just search google for "metastock plugins" for
an idea of the depth of analysis available). MetaStock also has a very
intuitive user interface for building backtesting approaches and
testing them with historical market data.