I am working on a small automated trading system based around The etrade API. Right now I am working on the scanning feature. I need to be able to calculate option delta, volume, moving averages etc. For example I choose up to 10 stocks and it looks for puts/call
options...and scans them for certain pattern matches. Inbox for more detail but this is the basics of the scanning feature. I have the etrade website that shows you what functions you have to call [url removed, login to view]
The delta, moving averages etc must be self made as etrade does not provide the info.
again inbox me for more info.