C++ programming for noobs

I have work with C++ (since the begining) Easy Language, Java and C#. IMO .net languages, C++, VB and C# including multi thread capibilities are essential for sofisticated trading systems. Of the .net languages, I recomend and use C#.
The best book (and the only book you would need is Murach's C# 2008. www.murach.com
 
I registered to the forums just to post a reply to this. I program in C++ for a living, and although I didn't read all the replies, I didn't see anyone really explain to you whats different about all the languages that were mentioned.

If you take a simple computer program, like playing checkers, you can in fact code it using any of the languages described previously. You would end up getting the exact same result.

Different programming languages come into play when you look at the big picture. Some languages aren't structured in a way that scales well. Like if you tried to build a full-scale bridge out of popsicle sticks. Sure you could glue them together, one by one by one, but if you need to span 5,000 feet you *know* it's not going to look very good by the time you get finished.

C++ *can* be used in a way that allows it to fit together very well, but not only do you have to know how to build a checkers application with it (knowing the language), you also have to know how to architect the bridge.

Let's say your trading program that you wrote in VB started to show progress, but now you needed to backtest it on 5 different dimensions of market data spanning 10 years. Pretty soon, the smaller 'checkers' progs just won't let you do that, the program will just 'fall apart' - yes the code will still run, but pretty soon you won't be able to keep track of everything. Finding what you want will become next to impossible, and making tiny changes to the programs functionality will require changing huge amounts all over the place - and if you make a mistake, your results may be corrupt.

I would say C# would be the best way to go, and if you want more advice just let me know. I'm trying to learn trading, so if you want to exchange virtual tutoring lessons in trading versus programming I'd be happy to work with you on it.

Cheers,

Mike
 
Quote from ButterMilk:

I have work with C++ (since the begining) Easy Language, Java and C#. IMO .net languages, C++, VB and C# including multi thread capibilities are essential for sofisticated trading systems. Of the .net languages, I recomend and use C#.
The best book (and the only book you would need is Murach's C# 2008. www.murach.com
More...

Informative post. I'm going to probably buy that Marach C# book myself. Have you developed software for automated trading, if so do you use Ninjatrader or just C#.net?
 
Quote from ucf_student:

Informative post. I'm going to probably buy that Marach C# book myself. Have you developed software for automated trading, if so do you use Ninjatrader or just C#.net?
More...

Some years ago I can to the realization that my ability as a discretionary trader sucked. Since I was a programmer by profession at the time, out of necessity, I decided to automate my ideas by modifying the code I found in TradeStation and later NinjaTrader etc. including addtional information that I found in a book by Katz and McCormick “The Encyclopedia of Trading Strategies. IMO for a consistant high level of profits total automation is the only way to go.
 
Quote from Timmah5309:

I registered to the forums just to post a reply to this. I program in C++ for a living, and although I didn't read all the replies, I didn't see anyone really explain to you whats different about all the languages that were mentioned.

If you take a simple computer program, like playing checkers, you can in fact code it using any of the languages described previously. You would end up getting the exact same result.

Different programming languages come into play when you look at the big picture. Some languages aren't structured in a way that scales well. Like if you tried to build a full-scale bridge out of popsicle sticks. Sure you could glue them together, one by one by one, but if you need to span 5,000 feet you *know* it's not going to look very good by the time you get finished.

C++ *can* be used in a way that allows it to fit together very well, but not only do you have to know how to build a checkers application with it (knowing the language), you also have to know how to architect the bridge.

Let's say your trading program that you wrote in VB started to show progress, but now you needed to backtest it on 5 different dimensions of market data spanning 10 years. Pretty soon, the smaller 'checkers' progs just won't let you do that, the program will just 'fall apart' - yes the code will still run, but pretty soon you won't be able to keep track of everything. Finding what you want will become next to impossible, and making tiny changes to the programs functionality will require changing huge amounts all over the place - and if you make a mistake, your results may be corrupt.

I would say C# would be the best way to go, and if you want more advice just let me know. I'm trying to learn trading, so if you want to exchange virtual tutoring lessons in trading versus programming I'd be happy to work with you on it.

Cheers,

Mike
More...

Nice post! It's much more helpful to get input from someone with real world experience.
 
Quote from ButterMilk:

Some years ago I can to the realization that my ability as a discretionary trader sucked. Since I was a programmer by profession at the time, out of necessity, I decided to automate my ideas by modifying the code I found in TradeStation and later NinjaTrader etc. including addtional information that I found in a book by Katz and McCormick “The Encyclopedia of Trading Strategies. IMO for a consistant high level of profits total automation is the only way to go.
More...

Hey thanks. Total automation is where I'm heading. I'm just working on the ideas now and looking into Ninjatrader and learning C#. I don't want to spend all day looking at a screen unless I've got big money to trade with...... even then an automated system sounds great especially since the way I want to trade is strictly off of bar charts. Also would like to spread out my trades over many stocks compared to when I used to daytrade fulltime (discretionary) I would focus on just a few.
 
Taking a course at a community college is definitely the best way to go. I tried to learn on my own in the beginning, but it's difficult if you can't ask questions when you don't understand something.

I became so interested in it that I just went ahead and completed an associates degree in CompSci.
 
i wont get into which langauage to use but if you wan to learn to program do the algorithm puzzles on http://www.topcoder.com/ . That will give you problem and you will need to do basic programming to solve it. Its a good way to feel comfortable writing out the code.

you wont be an expert or even good any time soon but you can be productive within a couple months.

Also, nearly everyone gives up immediately. Or makes excuses on why they can't do it.
 
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