Advice for a Beginner Programmer

Well, first I recommend you read this article
"Teach Yourself Programming in Ten Years"
http://norvig.com/21-days.html

Learning to program, is a hard endeavor, and to be really good at it, will take years ... 10 years is not an exaggeration
C++ for example is a notoriously hard language to learn
Some other languages like Ruby or Python are much easier to learn
C# and Java, stand somewhere in between

Sadly most of the programming interfaces API available for Datafeeds and trading platforms are in C#, C++ or Java
And all of them require a lot of dedication to learn
I am kind of surprised that by now no firm that sells trading software adopted Ruby or Lua for 3rd party integration and API

What I recommend is that you focus on learning how to trade and try to find a platform that is easy to use, customized and where you can define your own KPIs or indicators without much programming knowledge

If you already knew how to program, it might have been easier to program your indicators yourself instead of using professional trading software, and it would have been probably cheaper

On that note, can anyone else recommend a good software package that is easier to use than excel to look for patterns and indicators in datafeeds?
There are so many charting and analysis tools, finding the right tool is itself a challenge
Some tool are very cheap, others can cost up to 1000 USD per month
You can spend months researching to find the right tool to use
 
Quote from zbojnik:

Hello!:) I want to learn how to program so I can analyze market data. I want to do things such as finding the average daily volume of an instrument for the past _x_ days. What languages do I need to learn to accomplish this? Can it be done in Microsoft Excel? For data source I would try to use either Google or SterlingTrader...
More...

If that is all you want to do, you can do it in Excel without VBA.

I think you first should find out what you want to do before you make a decision.

Brett Steenbarger`s last book, "The Daily Trading Coach", contains a chapter on using Excel for simple statistical analysis.

Good luck!
 
Step 1) pickup "c# for dummies" , "C++ Primer Plus (6th Edition)" and dive on in......


Step 2) visit websites such as metatrader codebase website (c++ like), ninjatrader file sharing support forum (c# like) and work your way through code examples....this will speed up your learning process

Step 3) hang out in hardcore programming forums (do a google search) and pick a couple
 
Thanks for all the replies. I am going through a book called "Microsoft Visual C# 2010 - An introduction to Object Oriented Programming", by Joyce Farrell . I like it so far because it is a course type book that you would use at school. At the end of each chapter there are also practice files that you need to debug, which helps you learn more. So far so good.
 
Books I recommend:

Introduction to C++ for Financial Engineers (provides a top down approach, instead of a bottom up approach, IMO best C++ book out there)


Head First Java and Complete Java Reference by Daniel Yiang




Be aware that most trading platforms have their own API, and the way to call historical data will vary from platform to platform. You should have sufficient mastery of C++/Java so that when you are reading the API documentation; you know what functions to call and how to call them.
 
Quote from zbojnik:

Thanks for all the replies. I am going through a book called "Microsoft Visual C# 2010 - An introduction to Object Oriented Programming", by Joyce Farrell . I like it so far because it is a course type book that you would use at school. At the end of each chapter there are also practice files that you need to debug, which helps you learn more. So far so good.
More...


Beginning Visual C+ by Ivor Horton is a better reference because in that book he shows you examples of code in Native C++, C# and Managed C++ and the syntax differences; for essentially every sample code in the book. There's three iterations.
 
man...... i've been on the venture of learning programming for years.. started out programming an ecommerce site in coldfusion.. then started messing with everything underneath the sun... pretty much tinkered just for fun... the thing i've found is.. whatever your thinking of doing with programming is alot of times ALREADY done.. we all think we are so original with our ideas.. i personally love the idea of writing scripts or routines.. but realistically unless you have a passion for it.. there are tons of guys making tons of money that don't know the first thing about it.. plus you can use excel and VBA .. you can barely know anything about C# and program indicators in ninjatrader.. plus the guys over at think or swim.. will program an indicator for you just by asking about an indicator.. i wish that learning some deep complexities of programming would give you an edge in trading.. i've often thought statistical arb is possiible and have learned my way around excel.. but still.. you can't get around yourself once its trading time!
 
Yeah my knowledge extends to Excel and VBA. I'll leave the rest of that stuff to smarter people. After all, I'm a trader thus I am intellectually parsimonious.
 
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