[R-SIG-Finance] Backtesting / virtual portfolio

[Lui ##]

Dear Group,

after backtesting strategies for a while I am wondering how to
actually "prove" they "kind a work" in a "as realistic as possible"
market environment. Even though I know this is not exactly related to
R - it is just one step further. Do you have any suggestions for
Portfolio Simulations that could be shared with others online - and
enable a real time (or close to real time) portfolio tracking? I came
across www.stocktrak.com but I do not know whether that is the right
thing for me - especially since I am mainly interested in German
Future contracts and $60 per month seem quite expensive...
The actual underlying issue is "building up some credibility" with
respect to the buy/sell suggestions a certain trading strategy may
suggest - I don't think my bank account statement will serve that
purpose... I was looking for something more transparent that could be
incorporated into a website...

Thanks a lot for your suggestions and help - and again my apologies -
its not directly R, but closely linked to the topic... :-)
Lui