I may be a little too ambitious or stupid, but I wanted to write my own fitlers from scratch. I currently subscribe to eSignal. Any suggestions on how to go about it. I want to scan time and sales intraday and do some mathematical manipulation to the data scanned. I just wanted to get some suggestions here if possible. I know there are third party commercial packages out there but I haven't seen anything that'll do exactly what I want. Suggestions on how to handle API's and what programming language is optimal for the task will be greatly appreciated.