The Problem is...
Even sites like E-Trade offer auto-executions. The problem is that the paramaters for execution are from a very short list of very old and innefective indicators.
The ability to set speed and other parameters for such indicators as MAs', RSI, Stochastic aren't of much use since the indicators themselves are not of much use and therefore have little chance of producing profitable signals.
There are however some packages like TradeStation that allow you to write your own code and even import/export/process data from either inside or outside of the TradeStation data streams and then use that super-processed data as a signal that is activated automatically.
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