Trading style

Currently I mostly use automated strategies. I stared from Metastock software (I know most of you don't even know what it is...) and created first systems based on some simple technical indicators in 2004 and 2005. Right now I am focusing almost exclusively on MetaTrader 4. It's not a perfect platform, especially the strategy tester, however the best one available for the retail market in my opinion. The things I am missing in particular are:

• more classical approach to strategy testing & optimization: two data sets: training and probe one. Testing parameters selected during optimization on training set should be then verified on the probe one. I am not even mentioning Walk Forward Analysis...
• simple way to support tick data backtesting, without it, it's almost impossible to test any kind of HFT scalpers.. The only way is forward testing.
• concurrent backtests on several currencies / timeframes.

Biggest pros? Ability to link external dll's.