programming

Here is a quick tip.

Fundamentally, every program is composed of

1. Input
2. Conditional Branches
3. Output
4. Loop

In my understanding, basically, that's all.

For system trading programming,
1 "Loop" corresponds to 1 Candlestick, say, 30min or 1day bar.
"Input" may be values of OHLC of the candlestick, MAs, or/and volume etc.
Based on this "Input" information, the program shall perform "conditional Branches" which is the system core logic or the strategy. For instance, if the <50MA value> at the candle is bigger than <Close price> of the candle, then it should generate [BUY Signal]. Actually, this becomes "Output".
Here, the one loop is completed, and the same loop shall be repeated.

1. Input [Row data > various technical indicators]
2. Conditional Branches [System Logic/Strategy]
3. Output [Buy-Sell Signal/Position Management]
4. Loop[Repeat the Logic Every N sec/min/day/week...]
 
For a no-programming approach to backtesting this might be a solution. I have no experience of it - just saw the advert in S&C. Maybe someone who has used it could give some feedback. :)
 
Here is an interesting way to learn to program; learn to program using any browser. Interesting discussion recently on Slashdot....

http://books.slashdot.org/books/04/02/05/1929234.shtml


From javascript taught in this book, to being able to understand WealthLab or EasyLanguage scripts is not too difficult. C++ will require too much time to master and will be more of a distraction than a help.

Both EasyLanguage and WealthLab have 100's of examples to copy and learn from.

Good luck,
 
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