Advice for a Beginner Programmer

Quote from Tcl:

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
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Great post.

Every few years I get an urge to learn programming. A few lessons in and I realize it's the most tedious boring minutiae I've ever seen.

Hopefully they will develop even higher level languages that someday make it simple to program.

Until then...
 
Quote from newwurldmn:

I run all my trading off excel spreadsheets with VBA and SQL Server.
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+1

Sometimes a wonder why banks don't just fire their whole tech departments, because, as I see it, maybe 80% of the stuff that matters in a markets environment is done on the desktop. (Serious post).
 
Quote from Cdntrader:

Great post.

Every few years I get an urge to learn programming. A few lessons in and I realize it's the most tedious boring minutiae I've ever seen.

Hopefully they will develop even higher level languages that someday make it simple to program.

Until then...
More...

If you haven't tried python yet, it's a lot more fun.

To the OP, esignal provides you with some ready made spreadsheet setup, so you just plug it in and you can manipulate real time formulas in excel (winros it is called), it is really neat.
 
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...
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I use matlab 2008b for doing automated scans for US stocks using end of day data from yahoo finance and for scraping data from web sties. Matlab is expensive if you choose to buy it, but no doubt its available from torrent sites.

If I didn't have matlab then I'd use python as it is free.

http://www.python.org/
 
Work on something smaller first...

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...
 
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...

Excel is a good choice no matter what else you do. There are free data sources and XLQ (not free but reasonable) can help get data into Excel (there is probably free code to do this also). I'm sure there are tons of free tutorials on Excel.

R is the next obvious choice. It is extremely good for those wishing to do statistical analysis and heavily used in research. There are free courses on Coursera.org that can help you learn R. They are not listed as courses on R, but on Statistics or Data Analysis or etc. R has libraries to help you do financial analysis.

Next, you may find a program like AmiBroker, Wealth Lab Pro, Ninja, etc., a programmable platform, may be of use. Some of these platforms have their own scripting language but others will allow you to write programs in C#. If you envision moving to complex systems being able to program in C# may allow you to do things that you can't easily achieve in a simple scripting language.

At some point in the future you may want to connect to a real-time data feed. I use IQFeed and you can connect to it with any language including Excel, R C/C++,C#, Java, etc. If you want to connect to a broker, I use IB, you can do that also.

Since what you want to do right now is pretty simple I suggest you start with Excel. When you want to do more learn R. At the same time get a nice programmable platform that can use free data from Yahoo. Go wild.

Everyone has to follow their own path.
Good luck,
-David
 
well so is anything else that is worth doing. spend your whole life trying to find that easy thing, you're going to be waiting a long time.

Quote from Cdntrader:

Great post.

Every few years I get an urge to learn programming. A few lessons in and I realize it's the most tedious boring minutiae I've ever seen.

Hopefully they will develop even higher level languages that someday make it simple to program.

Until then...
More...
 
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