What you are asking about is a trading platform. All of the trading platforms I've seen are programmable. Every major broker has their own trading platform. You can download a free trial even before you are ready to fund the account.

Good third party trading platforms are NinjaTrader, TradeStation and RealTick.

Several platforms here; talk to the vendors and sales people, it's what they're paid to do.

http://ampfutures.com/

I would start with NinjaTrader (http://www.ninjatrader.com). You can use their Kinetick feed for free end of day.

If you want something more advanced (w/ portfolio testing), try multicharts (http://www.multicharts.com/). They offer a free 30 day trial so it will not cost you anything to start.

Just to add, a moving average system using a simple cross will always fail.

i use a system and it work very good for me . Gain about 10-20%.

u can try it out . i think u will be happy .

here is the link

http://bit.ly/1ipE1vg

I want a software that will enable me to input technical factors that will buy and sell stocks from a certain set of rules. For example, and this isn't what I want do, so dont think I would make a trading system based on this example, but lets say I write a script that will buy a stock when the 50ma crosses over the 200ma and sells when it breaks the 50ma. Then I would use historical data and test it on hundreds of stocks to see my % of winning.

Is there a software like this for free? If there isnt, I would be more than happy to purchase it.