automated trading

Has anyone here written a computer program to do algorithmic trading?
If so, what brokerages allow this?

I am an algo trader for a couple of years. The good thing is that you can fully customize the strategy to suit your fancy. But, for new users, the learning curve is steep. You need to know market nuances, deep knowledge of indicators, AI, etc… anyway, I posted about this tool that a friend recently introduced. you may wanna check it out. seems to be built for those new to algo trading.