Is tradestation is good enough for serious use?

It seems TradeStation official support does not answer technical queries, so maybe someone could give some idea on these questions?

1. There is a limit of 60.000 bars of historical data for back testing? So, for 1 minute time frame this is just a few months of time. Is it possible to have more bars on back testing, say 500.000?

2. I understand the decision on which set of optimized strategy parameters is the best is being done on the profit of strategy. Is it possible to take into account other parameters such as Sharp ratio?

3. Is it possible to download 10 years of 1 minute historical data from TradeStation for various instruments? It is defenitely more than 60.000 bars.

4. Is it possible to automatically search not only for the best strategy parameters but also for an instrument being traded best with this strategy?

5. Is it possible to control the strategy back testing process (rather than just trading process) with a custom code like the following:
variables: len1(0), len2(0), len3(0), StrategyReport, BestSoFar;
FormatSymbol(GetNextSymbol(),5);
FormatStrategy("my strategy", len1, len2, len3);
StrategyReport=BackTestStrategy();
if (StrategyReport.profit>BestSoFar.profit) and (StrategyReport.sharp>BestSoFar.sharp)
then BestSoFar=StrategyReport;

Thanks

1. You can load up many years of one minute data
2. There is a list of things that you can optimize against, but you can't define a custom fitness function. To do an optimization using a custom fitness function then you would need to use a third party tool such as my StratOptWFO.
3. Yes you can load 10 years of one minute data
4. You can do this, but it takes a bit of programming prowess. It is not natively built in YET
5. There are not constructs similar to what you have shown here