Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading by Kevin Davey
Kevin's book is very good I gave it a editorial review on Amazon ,
"Kevin Davey has a unique understanding of systems and the markets I have only seen in a few people over the years. 90% of trading books written today are useless. This book impressed me. This book is a must read for anyone who is interested in trading using a systematic approach. I put this book on my list of the top 50 most useful books on trading of all time. "
- Murray A. Ruggiero, Jr. - Chief Systems Designer at Tuttle Tactical Management, Contributing Editor of Futures Magazine, Author of "Cybernetic Trading Strategies" and "Using Easy Language 9.X."
You can see it on amazon. See it's of value, I don't make a Dime from it , but it's a good resource for beginners to intermediate developers. So I see how you started this thread because of this book.