Any good book for learning trading system programming?

[lordoftrades]

Quote from j2ee:

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.

You have read more about this than I've done, so I will not say against you. My assumption was more related in the direction of the "random" trading.

If an index return 6% each year, then a 100% random trading system would be expected to give the same return when you run a large number of backtests. I guess that would be the explanation to why someone could say that astrology will return profit. Unless one believes that stars and planets have a real effect on the market....

But I think you are able to create better trading systems than "random". A friend of mine has a really good webiste where you might find some inspiration, he is a very successful trader.

Check out: www.quantifiedstrategies.com

The best of luck

Kind regards
Espen

 

[JaiSreeram]

While you might argue trading isn’t an exact science I think you can apply a tremendous amount of analysis and thought that makes it at least as much of a science as psychology is. That is if you’re interested in sitting down and analyzing the markets, backtesting, building strategies, and so on.

To the OP: I don’t think a book on trading system programming is necessary. If you have a system in mind and know how to code in C# I think you’re most of the way there.