Software recomendation for evaluating stock market strategies

Question

I am looking for software which takes the following as input:

Some stock market data over a period of time. (For example, the price and volume for each NASDAQ stock during the year 2010).
A strategy. Here are a few example strategies:
- At the beginning of the year, buy the 10 most succesful NASDAQ stocks from the previous year. Wait for a year, then sell.
- Same as the first strategy, except you sell any stock which drops 10% in value (as compared with your buying price).
- Same as the first strategy, except you sell your 5 least succesful stocks at the middle of the year.

The output would be your profit or loss at the end of the year having followed the given strategy.

Does software like this actually exist?

From what I've heard some brokers do use such software, but it's mostly custom made. Unfortunately, I don't know any specifics right now.
What you're looking at is called 'technical analysis', though its a little more complex than what you want to do.

Gregory Nozik · Answer 1 · 2011-09-23 08:03:08Z

REgarding to stock data you can collect yourself. I for example wrote a component that uses YAHO Api. You can read it in my blog how to do it http://gregnozik.blogspot.com/2011/09/yahoo-finance-api_23.html

For the trading strategy I suggests

Futhermore those programs can run backtesting and to tell you if the strategy is profitable for long run

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