Ok, so this is my first post here. You guys seem very knowledgeable and I figure you might be able to help me with my idea and the best and most efficient way to implement it. Let me preface this with, yes, I understand the inherent risk and the fact that the past does not predict the future. Having said that, I have a strategy that I am considering. I need to know the technicals on how to make it happen. Here is what will need to happen if possible: FULLY AUTOMATED - scan ALL stocks (I may narrow it down to all listed and/or non-OTC or whatever, but the point is, scan lots of stocks) at the opening bell every day (preferable within seconds of open) - The ones that meet my criteria, buy them as quickly as possible (hopefully within the first minute or seconds if possible). Whether I buy at market price or place limit orders is yet to be tested. - Let them ride and do there thing for the day (yes, I know...) - Sell all of them right before the closing bell, hopefully within a minute of closing if not seconds. I realize that working with stocks with very high volume will help with filling buys and sells easier/better. So to summarize, at 9:30AM, it would need to fully automate scanning and buying every stock that meets my criteria (could be thousands), and then sell them all at the end of the trading day. And would most likely only be a few shares (1 - 2 shares) of each, which should help with getting the buys and sells executed I would think. What broker/platform should I use to best do this? Obviously one without fees for trading stocks in bulk. I currently have TD Ameritrade and have been thinking about Tradestation, but you tell me based on my needs??? My brother is a programmer, so I am hoping he can help with APIs and programming stuff, but I need to know the best choices to make. Any input would be tremendously appreciated!