Any good book for learning trading system programming?

Quote from QuantWizard:

You probably have to read 10 books on programming, 10 on trading/investing and 10 on economics/finance. But if I was forced to pick one I'd go for Quantitative Trading by Ernie Chan.
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I have finished this book, pretty good!
 
Did anyone read Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology)? Do you like it?
 
Quote from TraderSystem:

It’s absolutely true that the best way to learn to program is just by doing. Even the code isn’t great, a lot of times the best way to learn to code is just to code a lot. Make a note about what you think you could do better.

Also, I’d advise learning more than one language. C# is a great language, but sometimes being able to work with more than one can help you spot similarities in both and better understand how everything works.

As far as books go, not sure which would be good. I tend to think the tutorials right from MSDN are good: http://msdn.microsoft.com/en-us/library/aa288436(v=VS.71).aspx.
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it would be good of there is book or blog with examples showing how to build a basic one from scratch.
 
The best book is the market itself. Since trading is not a science, everything you need is no better than metaphysics. You may be better off using astrology.
 
Quote from Sergio77:

The best book is the market itself. Since trading is not a science, everything you need is no better than metaphysics. You may be better off using astrology.
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Hehe, I think you missed the question he asked... It was not about astrology, but how to get ideas to write an automated trading system. I have problems seeing how astrology should help setting up a script that will automate trades. :-)

As mentioned before, I think Quantitative Trading is a good place to start.

Good luck whatever you may choose, astrology or not :-)
 
Quote from lordoftrades:

Hehe, I think you missed the question he asked... It was not about astrology, but how to get ideas to write an automated trading system. I have problems seeing how astrology should help setting up a script that will automate trades. :-)

As mentioned before, I think Quantitative Trading is a good place to start.

Good luck whatever you may choose, astrology or not :-)
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I read some reviews/comments of the book and people say there aren't any real backtests in the book to show astrology/Gann way works, well it is still a very interesting topic but I doubt any human in the world can really have a backtested profitable trading system with astrology/Gann way.
 
Quote from j2ee:

My goal is using C# to build a trading system and use it with IB to trade future. Is there any good book out there to complain how to build a personal trading program? I did check it in Amazon but seem like there is only one pretty old one talking about .net. Any good idea?
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"Building Automated Trading Systems"


Literately, with TT XTAPI and FIX examples
 
Look at the API examples on Interactive Brokers (forget about FIX, it is very complicated and you can easily outsource this part).

http://www.interactivebrokers.com/en/?f=/en/software/ibapi.php

I would code in JAVA, it is quite efficient and not that difficult (it may not be the fastest language, but it is fast enough and can be used for low latency applications as you become more advanced). If you know nothing about JAVA, start here-

http://www.learnjavaonline.org/

Your local community college most likely offers a great JAVA 101 course. You may also need to learn JAVA 201.
 
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