Ok, I know next-to-nothing about automated trading. Just last night, I figured out how to code a strategy in EasyLanguage with a fixed target and fixed stop loss. Like I said, I know next-to-nothing.
Now, I've also invested, by my best guess, approximately 9000 hours in market study and observation, which includes real-time monitoring of most every tick of the ES during RTH for the past two and a half years. Yet it was only this past Thursday, a few minutes after the open that I realized I had finally learned how to trade. Or perhaps I should say, I realized that I had learned how to learn, whilst making a buck along the way.
In any event, I write this so we can get past "first find your edge, then learn about mechanical systems." I believe I've found my edge. But note the verb, "believe." I'd like to bring a bit more quantitative rigor to my beliefs than I have been able to so far with a handwritten trading journal.
So, again, where to start if one wishes to learn the "how" and "what" (and, I suppose, "whether") of automated trading? I'm an intermediate EL coder, self-taught, with no computer science training. I do have a math/economics background (The University of Chicago), but that was a while ago. In any event, I am willing (and eager) to do the hard work of building a foundation: Obviously, I don't want to waste time and effort on that which is less-than-necessary, but I'm not expecting shortcuts, either.
Thanks, in advance, for anyone's illumination
Now, I've also invested, by my best guess, approximately 9000 hours in market study and observation, which includes real-time monitoring of most every tick of the ES during RTH for the past two and a half years. Yet it was only this past Thursday, a few minutes after the open that I realized I had finally learned how to trade. Or perhaps I should say, I realized that I had learned how to learn, whilst making a buck along the way.
In any event, I write this so we can get past "first find your edge, then learn about mechanical systems." I believe I've found my edge. But note the verb, "believe." I'd like to bring a bit more quantitative rigor to my beliefs than I have been able to so far with a handwritten trading journal.
So, again, where to start if one wishes to learn the "how" and "what" (and, I suppose, "whether") of automated trading? I'm an intermediate EL coder, self-taught, with no computer science training. I do have a math/economics background (The University of Chicago), but that was a while ago. In any event, I am willing (and eager) to do the hard work of building a foundation: Obviously, I don't want to waste time and effort on that which is less-than-necessary, but I'm not expecting shortcuts, either.
Thanks, in advance, for anyone's illumination