There has been a lot of discussion here about TradeStation. They have a decent platform. Very good for backtesting, and decent for execution.
I have been using an automated system for some months now, and didn't have any major problems. You can either program your strategy and let TradeStaion place your order when triggered, or you can enter your order manually as OCO/OSO and be done with it.
The platform fee is waived if you do at least 10 round turns futures, or 25,000 shares equites per month, which shouldn't be a problem for an avtive trader.
Their commision is low, but not as low as IB for example.