Quote from StockOperator:
I am not sure of my ultimate intention but to begin with I want to learn a Language so I can design Mechanical Trading Systems.
I am in the same boat as you...
I started learning VB6 earlier this spring, and it was a good way to begin learning object oriented languages, simply because it is very easy relative to a C language (being hit on the head with a sledgehammer is an extremely accurate analogy to learning C mentioned earlier in this thread)...I dropped it once I realized it was being phased out in favor of VB.net, and instead moved to C#, which I am learning right now and enjoying very much...
If your main focus is trading systems, I would choose delphi...nononsense recommended borland's kyrix, which implement's delphi, but if you have no linux experience it may not be the best move right now...
Straight Delphi, however, will run in windows, and is the basis for ensign windows and (i think, but don't know for sure) wealth labs as well, two very popular system trading compatible retail apps for windows...the nice thing about wealth labs is that there is lotsa free code on their website which will be a good resource for you as you learn...
Borland has IDE's which can typically download for free (Jbuilder and C#builder are both quite nice, although I've only used C#builder) for coding in these languages...i dunno if they have a delphi product that is free...
So I'd recommend starting with visual basic, and then move into delphi. alternatively you could learn C# or java (they are basically the same thing) but there isn't much retail trading software that supports either one...neoticker (
www.tickquest.com) supports VB6, java, and delphi, however, and would give you a good framework in which to apply your programming skills...
Two recent relevant threads for you
http://elitetrader.com/vb/showthread.php?s=&threadid=21459&perpage=6&pagenumber=1 and
http://elitetrader.com/vb/showthrea...=6&pagenumber=2
PM me if you want intro book recommendations for VB or C#.
lotsa luck,
-bungholio