I just discovered Zorro : a C++ trading/optimization software that is lightning fast (10 years tick data backtest in 0.3 seconds only !! thanks to C++!)
https://zorro-project.com/
there is a lot of modules like neural networks, optimization, data analysis etc

apparently it can retrieve data from MT4/MT5 with an account linked to it, it is really powerful !
lots of work went into simulating real trading environments, and can also trade if you link it to a real account !

really nice for quick experimentations and easy EA development Zorro is FREE, only Zorro S version is paid, but only if you trade more that $7k (and price is only 35€ per month!)

when you want to install Zorro, there might be an alert from Windows, but you can bypass it securely it doesn't matter (the executable isn't recognized by Windows but it's 100% safe). If you're skeptic, run the executable into VirusTotal first as a precaution

I recommend watching those videos to get yourself acquainted with the software, which can be a bit overwhelming at first

Jimmy, I think this is big enough to have a separate section on the forum ?