At novice to intermediate level I would recommend Pruitt and Hillâs âBuilding Winning Trading Systems with TradeStation.â This book starts at the beginning for non-programmers and works through program structure, control structures, analysis techniques, debugging and optimization. The book includes a number of example strategies each of which is developed from the ground up.
Also I would recommend Pardoâs âDesign, Testing, and Optimization of Trading Systems.â The book has nothing to do with TradeStation, but provides a workable methodology for strategy development.