Best programming language for automated trading?

Pippi436 · Jun 9, 2013

How is lolcode complicated? Took me 3 minutes to implement a winning strategy:

Code:

BTW hai.lol
CAN HAS STDIO?
CAN HAS TALIB?

PLZ OPEN LIB "TALIB.dll"?
     AWSUM THX
         VISIBLE "K.."
     O NOES
         INVISIBLE "ERRROR!!!!! HAZ NO TALIB"

HAI 1.2
    VISIBLE "START MAEKING $$$"
    VISIBLE SMA 20
    VISIBLE SMA 50

    IZ SMA 20 BIGGER THAN SMA 50? 
        AWSUM THX
            BUY
        ONOES
            SELL

KTHXBYE

NetTecture · Jun 9, 2013

Quote from Pippi436:

How is lolcode complicated? Took me 3 minutes to implement a winning strategy:

Code:

BTW hai.lol CAN HAS STDIO? CAN HAS TALIB? PLZ OPEN LIB "TALIB.dll"? AWSUM THX VISIBLE "K.." O NOES INVISIBLE "ERRROR!!!!! HAZ NO TALIB" HAI 1.2 VISIBLE "START MAEKING $$$" VISIBLE SMA 20 VISIBLE SMA 50 IZ SMA 20 BIGGER THAN SMA 50? AWSUM THX BUY ONOES SELL KTHXBYE

Besides that showing you are VERY close to terrorists (TALIB - yeah - right. TALIBAN trading?) it just has TOO MANY WORDS

It misses the elegance of fucking with ones brain

chasinfla · Jun 9, 2013

Quote from Eight:

It's more the Indian than the arrow. I'd go with a RISC processor and a programming environment tailored for building trading apps. I'd have to invent and build it all first though...

why does everything about programming have to have Indians in it?

Craig66 · Jun 10, 2013

In the spirit of BrainFuck, don't forget J.
Here's some code from the showcase pages

NB. total dollars by expense category
expensedist=: ([: ~. 2: {"1 ]) ,: [: <"0 (2: {"1 ]) +//. [: ; 1: {"1 ]

NB. monthly expense distribution
monthexpensedist=: 3 : 0
m =. 1 {"1 ym =. 0 1 {"1 ymdfrts y
y =. expensedist&.> (b =. ~:m) <;.1 (/:m){y
(<"1 ym #~ ~: m) ,. (+/@

;@

1&{)) &.> y) ,. (\:&.> {:&.> y) {"1&.> y

Got all that?

lordoftrades · Jun 10, 2013

As always, one simple question lead to a bunch of derivatives that are pointing in all directions, the Indian was probably one of the most precise one.

If you are trading at the speed of light, like HFT++, then you'll have more problems than just picking the right language. You'll have to get a server as close as possible to the exchange you're trading at.... So, guess we'll leave that out.

I've been a Excel VBA programmer, and that's really slow(for backtesting), and risky/unstable (MSOffice) program if you were supposed to automate your trading.

Try something more powerful.....

But remember, you don't have to be an expert from day one, everything can be learned if you have a basic brain.

So now I'm working on C#, don't understand everything, but I have a nice network of programmers that I can ask for help - and it's fun to learn something new.

Back to the Indian, I think that's a good point. Take a look at your network, what skills can other help you with, and of course try avoid languages that no one support anymore...

Right now I'm working on a great, felxible tool from IQBroker, you should check it out. A couple of evenings and you'll be fully able to modify strategies etc... And it's compatible with InteractiveBrokers.

Good luck.

Newmoney24 · Jun 13, 2013

Quote from lordoftrades:

Back to the Indian, I think that's a good point. Take a look at your network, what skills can other help you with, and of course try avoid languages that no one support anymore...

Good luck.

Thanks for your feedback, that's exactly what I'm trying to do-- I'm trying to avoid the languages are used much anymore- Would be silly to spend hours and hours to learn something that doesn't help me.

So back to the question of which programming language to learn-

it seems like C# and C++ are the best options,
which one out of these two and why? (or if another language, which one and why?)

note that I would ultimately want to do HFT though I would naturally start with non-HFT (and I'd want to be profitable in this too)

thanks for everyone who has offered helpful advice

vicirek · Jun 14, 2013

Go with C# because productivity is better. .Net IDE is the best and intellisense will help a lot in learning new language plus support is unmatched (numbers of books, examples and web pages both Microsoft and others).

NetTecture · Jun 14, 2013

Quote from vicirek:

Go with C# because productivity is better. .Net IDE is the best and intellisense will help a lot in learning new language plus support is unmatched (numbers of books, examples and web pages both Microsoft and others).

Seconded. YOu may want to add in some sparkels of C++ - I do (Nanex data API is slow from C#, better from C++... and that is it). C# is nice, flexible and can cover the whole stack end to end pretty much.

lordoftrades · Jun 14, 2013

Quote from Newmoney24:

Thanks for your feedback, that's exactly what I'm trying to do-- I'm trying to avoid the languages are used much anymore- Would be silly to spend hours and hours to learn something that doesn't help me.

So back to the question of which programming language to learn-

it seems like C# and C++ are the best options,
which one out of these two and why? (or if another language, which one and why?)

note that I would ultimately want to do HFT though I would naturally start with non-HFT (and I'd want to be profitable in this too)

thanks for everyone who has offered helpful advice

I have a professional programmer helping me, he says C# is better than C++. :-)

Good luck!

Kind regards
Espen