As NetTecture suggested...
Grab NinjaTrader, signup for a forex (MB Trading) or futures (Zen-Fire) free demo account (no funding or credit card required), or pay for a Kinetick data feed. Forex and futures Market Replay data is free. Jump in feet first, NinjaScript == C#, study the examples and build example indicators/strategies using the Wizards and study/modify the resulting code. You'll be on your way.
Once you outgrow NT or it pisses you off then you can move on to something else. Good luck!
Grab NinjaTrader, signup for a forex (MB Trading) or futures (Zen-Fire) free demo account (no funding or credit card required), or pay for a Kinetick data feed. Forex and futures Market Replay data is free. Jump in feet first, NinjaScript == C#, study the examples and build example indicators/strategies using the Wizards and study/modify the resulting code. You'll be on your way.
Once you outgrow NT or it pisses you off then you can move on to something else. Good luck!