How did you get into automated trading? Whats your story (particularly non-programmers)?

Humpy said:
I used to program a bit with Metastock. But didn't like the amounts of money needed to trade from that platform. So I turned to MT. Chose MT5 as the newer and cheaper platform. Still with it. I bought a book to have a go at MT5 programming. Stuck 1/3rd way, without much clue of what it is talking about really. Bought a program that looked super in the system tester but failed from the first trade and lost me a load of money. The vendor replied but wasn't helpful. No refund etc.
So back to manual.
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MT's language is based on C.
Check out this Harvard course, it teaches C and is aimed at people completely new to programming.
https://cs50.harvard.edu/

the professor and the class' production is one of the best I've seen. It could help you with your "without much clue" problem. :)
 
Alpha Trader said:
Is C really the best language to learn? Some say Python, some R etc
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i tend to agree with you, that high level languages like Python are better to learn the ropes without having to worry too much about memory management pointers and the like, since it allows you to focus strictly on the logic and has very convinient data structures (specially with pandas and numpy)...

that being said.

To work with MT4, or MT5, C is the closest language, and in that class they do a pretty good job introducing C in a way that is clear to complete rookies.
 
again, technology or programming language is not the issue or priority

depending on your trading strategies specs and requirements, you will need to choose a specific programming language that will best fit that strategy. There is no one shoes fit all type of things for programming, and like fashion, programming has trends but they should be ignored.
 
Python seems to be at the top of the Hype charts. And, it has become the defacto introductory instuctional language for college curriculums like Java was. Most pro-python comments on this board get slammed by more experienced programmers. ( Probably deservingly, so.)

Nonetheless, recruiters are looking for Python programming in entry level algo trader jobs more and more. Usually they require C++ knowledge as well, which you will probably be converting your code to as you go into production mode. And, if you look at the institutional ready algo platforms being offered by vendors for the roll your own mini-hedge fund, they are mostly in C#. So for the do-it-yourselfer graduating from Ninja/Multichart crossover systems...C# is probably the way.

Now if you intend and are able design an OMS from scratch..take your pic. However, the thread indicates we may want to keep the discussion at a newbies level. Just my 2c. So lets get back to original topic. We want to hear your stories/insights.
 
I disagree about the hype, and the experienced programmers comment, Python has been around for quite some time, and experienced programmers are not scared to fully embrace Python as an alternative to Java or C#

What has changed is that everyone is starting to realize that C++ is too old, C# is for kiddies and amateurs, and that Java is a big memory hog and too big to be implemented easily.

Why do even seasoned programmers move to Python ? quite simple really, the syntax structure is nice and easy to read, and easier to debug. It's simple, it's elegant and it works.

people arguing about gaining speed in code for ms improvement in the execution are mostly "hardware" guys and the "trading hacks", aka the HFT frauds.
 
Your the real SME here. I have nothing to discuss or argue for lack of domain knowledge and expertise.

(Comments: C++ is too old and C# is for kiddies/amatuers is vague and shocking. I will re-read your older posts because I am really not trying to pull your chain.)

Beating the dead horse on "best programming language/language to start" probably makes your eyes roll. Like "selling options is an edge" in the options forum.

Back to topic, then?
 
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