Yes, but error handling would be fairly hard too. I can see what Olomana was getting at.

edit: I have actually wanted to create a trading bot a while now, but if I did it would be one of the only projects I don't release as open source (for several reasons). The way I wanted to do it is develop some PHP scripts which are actually controlled (triggered) by a desktop application (in Delphi 7) which also allows you to heavily tweak the configuration of the bot, display important graphs, and all sorts of other nifty features.