Pieces

This a list of several different open source pieces that can be used to create your own homegrown back-testing, analysis or Automated Trading System.

Charting. While not a necessary component, it is a nice to have. I looked at
Swordfish charts which was a nice piece of code to do charting using WPF, however I ran into performance issues trying to put up too many plots with indicators on the screen. I also played with Nplot before deciding to go with Zedgraph. Zedgraph by far was the most complete, easy to use, with a rich set of features of the graphing software I played with.

Indicators: TicTacTec. 150 Technical indicators in code for free! This library is quite well down.
Some might also find Quantlib to be of use.

Feeds: OpenTick

Order Execution. All of the follow could be useful:
Maretcetera Platform
Quick Fix Engine
QuickfixJ Java implementation of Quick Fix.