I love the power of RapidMiner + R extension, It s an advanced tool that can be used to analyze trading strategies, In order to check its power I made a simple example of using an algorithm based on a support vector machine for predicting the next day's price and based on it, generate buying and selling signals. I have integrated quant indicators, SVM, and finally the strategy is evaluated.
It is an small tutorial with all code to generate your process. You can find it in my blog http://aphysicistinwallstreet.blogspot.com/2010/11/example-rapidminer-r-for-trading.html
Any comment is wellcome