it all depends on which broker your dealing with and what you are trading. i think IB also charges commission for API usage. but im under 25 so i get charged 3 bucks which is not bad. however, it is possible to overcome this..... kinda dirty way but its been done before just record mouse and keyboard macros, and link it ot ur auto program to execute it. this is the true poor man's api. i have to resort to this when using Oanda...700 bucks for an api, MONTHLY, absolute bullshit if you ask me.
I guess you saw "A Beautiful Mind" too huh? Give me one trader than utilizes Nash Equilibrium, other than your silly self.