Best low priced software I have used is Stockneuromaster. It does however have significant problems meaning that i wouldn't ever recommend buying it. All the other stuff I have tried (about 6 different softwares) are totally useless for various reasons.
Neuroshell's stuff (Ward Systems) has won the 'Stocks and Commodities' awards for best AI technology for 10 years or so, but I can't get my hands on a trial version. Cost is approx AU$2000 for the basic version.
Has anyone used neural nets, and/or Neuroshell software?