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I am going to build a trading system and use with the broker "Interactive Broker" API. The API supports C++ Socket, Java Socket, DDE, Active X APIs in Windows. The API supports Java Socket API, Posix C++ Socket API in Unix kind like Ubuntu.

My trading system has some real time long calculations to do and a lot of maths for backtest. I am using a retail trading program Amibroker which is written in C++ and I run it in windows xp 32 bits, it will take me days to do one serious backtest with my G620 Sandy Bridge CPU and 3GB of ram.

So for my trading system, I need to have 1. speed, 2. stability, 3. fast development

I have done some research, C++ is fastest but I am not good at it and it takes much longer time to develop. Other than C++, Java in linux has the best speed.

I also did some research for database and look like mysql has the best speed.

Netbeans should be the most popular Java IDE now and seem like its GUI design can be as easy as Virtual Studio now. I am not sure if made by Netbeans would affect the speed and if its GUI design is really that good and easy to use.

Ubuntu 64 bits LTS has good long term support, good community support, and stable.

I will buy a new computer if I can create a good trading system for live trading and backtest. Very likely I will buy a I7 or I5 depends on if I7 can really have better speed for my case.

Actually I mainly deal with C# in my jobs and I just knew java but not good at java. Would c#, ms sql, windows7 is also a good solution?

What would you guys recommend? Any better solution? This will be a big project and very likely life long project for me so I seriously do research including asking you guys before I start and focus on what I should, thanks!