If I want to write a software program to develop a mechanical trading system to generate buy/sell signals based on some indicators (such as RSI, MA, EMV, etc), is there any commercial software package which provides some API (such C programming language API) so that I can write my own computer program to call such APIs to get RSI, MA, EMA, etc value back? I understand that as an option, I could write my own APIs (sub-routes), but that is a time consuming process. I am looking for some commercial software package which will allow me to use. What software package do you use? What is the cost? And what are the pros and cons? Thanks for advises.