Considering options for backtesting and making custom apps

I am looking to write custom strategies and even apps based on neural networks. I currently am using Multicharts with an Interactive Brokers account and data feed. I have both regular Multicharts and Multicharts.net licenses, but have barely tapped into the power of either platform. Ideally, I would write something in Multicharts that can be ported to Tradestation with little changes, since I am also helping a friend implement futures strategy in Tradstation.

What I have read so far is that getting clean historical data is very important for backtesting. I know Tradestation data goes back much further than IB, and there are other data providers like IQFeed I have seen recommended in forums. Additionally, since the neural network stuff, including data and optimizing, may eventually be the majority of the effort, I want to be open to changing tools/brokers if it will save time and be better in the long run.

I also don’t want to re-invent the wheel, but I want to have a high level of flexibility and customization in my setup. I have seen Neuroshell and Encog as two options for Neural networks that have most/some of the heavy lifting already done, but I am hesitant to use other solutions that involve backtesting or optimization where I don’t know what quality of the data or methodology is. Specifically, I want to have inputs from external data sources in real time, and I want a high level of customization with different neural networks for different markets or different instruments, all re-optimized on a regular basis.

I guess my first issue blocking progress is deciding on what data feed to use and how to store data locally. I would like to set it up for both stocks and futures, with time intervals down to 1 minute, but also more historical data for longer intervals. I am a bit confused about how local historical data get updated with live feeds for multiple instruments, and how an indicator or strategy deals with both live data feeds and historical feeds for trading. Beyond that, any suggestions for platform or tool/language for implementing my custom app would be appreciated.

Sorry for the long post with multiple questions. I am just overwhelmed with options, and there looks to be a high dollar and time cost of trying multiple tools and going down the wrong paths, so I want to get started in the right direction. Is there a good reason to switch from MC/IB for what I am looking to do?