Not true. Just set the time period when you load the chart.
Amibroker is compatible with Metastock language, it is cheaper and IMO a lot better with backtesting although I always liked Metastock graphics.
Don't agree. Backtesting isn't about system selection. It is about system rejection. Huge difference that is. Here is a link to a blog that explains this.
In addition to margin you must account for drawdown of your strategy. The formula is:
Capital = margin per contract + max. expected drawdown.
In case you do not cover any drawdown you will be liquidated by the broker.
IMO trading 10K is a waste of time. Even if you get to 3 sigma and you generate more than 100% for 3 years in a row, you will end up with 80K in your account, something that is highly unlikely given the failure rate statistics. You cannot use a 10K account to start a trading business, like a...
The market is not that big IMO. Some of the features you mentioned are interesting like the HFT backtesting but I don't know how you're going to do that and if it makes any sense at all to do it anyway.
Kelly = utility function? What do you mean by that?
I have some ideas for better...