I would strongly suggest adding the ability to live populate a grid/excel type sheet with historical and live data for portfolio testing. TS has this ability in RadarScreen and MultiCharts does as well.
As soon as you have a portfolio of symbols trading it becomes very important to know certain info in real time. All are easy to program but are not easy to view in real time without real time grid output of some sort. Outputting to CSV is ok to some degree but with that method you cannot view live data and trading action to debug/improve the strategy which is designed to run over multiple symbols at the same time.
This also helps with more complicated strategies (multiple methods of entry/exit/stop) on a single symbol to see live which entry/exit/stop is being used and other stats about each entry/exit/stop in real time.
The following is only an example of a few datapoints that become very important in development and actual live trading:
1. Position status of each symbol, entry price, target, stop 2. Current profit/loss in real time for each symbol for open trades 3. Profit/Loss for the day for each symbol 4. Number of trades each symbol has done in last x hours, x days, x weeks 5. Percentage win for each symbol for the last x trades 6. Sharpe ratio for each symbol 7, 8, 9 ... Other risk metrics etc.
