jcl365,
there can be a massive difference between backtesting and automated trading. if you have an automated system, you need to have a lot more safety measures. What if a socket connection fails during the trading day? What if you hit your margin limit for your account? Backtesting a strategy is way easier than building a system robust enough to automatically execute and monitor trades. If you wanted to build an automated system yourself, you would almost certainly have to use C++ or Java, which would take a lot of time to master.
I am not as experienced with Python, but R is a very fast language. It's not designed for 'testing math formulas' it's designed for managing and processing data. For example, I recently simulated a VIX option strategy that involved close to 500 backtests of 20-50 trades each. Each one of those trades was done with simulated options prices which R had to calculate. The entire simulation, plus organizing the results into summary tables and publishing a document took between 5-10 minutes for the computer to run.
i do not know of any trade platforms that use R or Python, but that doesn't mean that you can't use them for backtesting purposes. it does take more time to learn a language like R than it does a strategy language, but the decision should come down to this:
if you plan on backtesting trades involving commonly used indicators and criteria, then one of the strategy languages will likely be your best choice. if you plan on going outside the box, then i would suggest learning R or Python for your backtesting.