A computer-controlled system to study the stress-strain-temperature surface for small sized samples is described. Resolution and reproducibilities are: load 1 mN (full load 20 MPa for samples with section 1 mm2), displacements 0.1 mu m (up to 2 mm) and 0.01 K in temperature (from 280 to 360 K). The equipment can observe the phenomena of friction, nucleation, intrinsic pseudo-elasticity or thermo-elasticity, precipitate effects and minor evolutive phenomena in shape memory alloys. The results achieved with the equipment have been useful to formulate a physical model and to interpret the thermomechanical behaviour of the material.