I use the Rithmic API to auto trade futures with AMP, and i believe AMP also supports MetaTrader 5 as well as many more execution platforms: https://www.ampfutures.com/platforms/
CQG is best but expensive. Multicharts great option. Depending on how advanced or complicated the ALGO is , some of our free platforms will do as well.
I think most brokers would allow that. I trade forex myself on Fxview and FXTM, you can try them out if it works for you.