Some of us see this as a data-driven, empirical problem. And for Programming with Data, you could do a lot worse than picking R which was made for the task.
The CRAN Task View on Finance lists a number of relevant packages. For trading strategies in particular, the quantstrat and blotter packages --which are both still on R-Forge in the TradeAnalytics bundle--are a very good start and are often discussed on the R-SIG-Finance mailing list.