Wealth-Lab

I've had a pretty good experience building strategies and backtesting with Wealth-Lab.

They support yahoo/msn/google data, ascii imported data, and they have their own data feed for Fidelity customers.

They have a full list of TASC indicators as well as all the standard indicators like RSI, MOM, EMA, PSAR. WL also has drag and drop charting as well as intelli-sense code editor. (I think they're using the qwhale editor)

To build strategies you use C# which is pretty easy to pick up if your a C/Java developer.
There are quite a few samples available.

The team there is really helpful and knowledgeable. Wealth-Lab's wiki is a great source of information for getting started. The forums have some good posts and answers from the community and from Wealth-Lab employees.

The product is quite similar to OpenQuant.

(Note: OpenQuant supports paper/live trading with Interactive Brokers and you can attach to other brokerages through different adapters, whereas Wealth-Lab is a Fidelity product and therefore only provides trading services through Fidelity)

Quantitative Trading with Matlab.

Here is the latest videos by Aly Kassam from Mathworks on quantitative trading using MatlLab.

Algorithmic Trading with MatLab: What's New for 2009 53:00
http://www.mathworks.com/webex/recordings/uk_algtrdml_052809/index.html

Here's the 2007 version of the video:
http://www.mathworks.com/company/events/webinars/webinarconf.html?id=30376&language=en

Here is the associated m files from Aly's Mathworks site:
http://www.mathworks.co.uk/matlabcentral/fileexchange/?term=aly+kassam.

Here's another set of links for MatLab webinars.
http://www.mathworks.com/company/events/webinars/webinarconf.html?id=34139&language=en

Some very basic MatLab tutorials.
http://www.mathworks.com/academia/student_center/tutorials/launchpad.html