Consider www.NinjaTrader.com. Plenty of information on their website about their API.
Look under "Automated Trading".
http://www.ninjatrader-support.com/HelpGuideV6/helpguide.html
Realized PnL: -$25
Unrealized PnL: -$100
Trading Instrument: JUN 08 EMINI S&P 500
Trading System: 100% Automated w/NinjaTrader
Interesting day... I started the morning with a Realized PnL of $1,750, then the market slowly ate up the profit. Oh well.
With NinjaTrader, you can use one or more built-in indicators and/or custom indicators. In your strategy that you create, you can submit orders based on the indicators.
NinjaTrader is free for developing strategies. When you're ready to actually trade using NinjaTrader, then you buy a...
Are you trading futures?
Just go with NinjaTrader + Mirus or NinjaTrader + Velocity or something like that. They offer intraday margins of $300 or $500. That's plenty of leverage.