I switched as I wanted markets with real volume, not just the volume that the broker did on their own platform like in FX. Was using FXCM Trading Station II and they were moving in the direction of trying to give an approximate of volume traded for some currencies but after talking to them, they can't give a better picture then only what is happening across their trade desk.
I read - A complete guide to volume price analysis, by Anna Coulling. It changed the way I was looking at trading completely and sent me searching down the volume path. The more I read about it, the more it just made sense. Previously with price action trading it just seemed to be working percentages with no real way of further weeding out bad trades.
Once volume is added to that it actually starts to become a little clearer with reasons for why things are happening.
I do actually. I came originally from using Trading Station II with FXCM trading FX. Went to Tradestation after that. A lot of people seem to like Tradestation but everything just seemed so in-depth and non-intuitive when trying to change basic things while using it. Really seemed like everything has just been tacked on top of the old as it has evolved. Was a mission to track down how to change certain settings each time I tried to do something different with the platform. I don't think there is a trail period available for Tradestation either.
Ninjatrader has a great interface. Is easy to use and its relatively easy to track down online how to get things done with the platform plus there is a massive library of 3rd party indicators/strategies available. NT support is quick to help out with issues also. Only issue I can fault it on is I think they have limited the brokers it can be used with not long ago for new users but I guess its offset as they are a broker themselves now also.
They have free trials of NT. Probably be your best bet to start with that and test it out and see if its what you are after. So far, I'm happy with the change.