I am learning c++ from this book by Stroustrup. While in the meantime learning the wolfram language. Since that book is quite heavy, I was wondering if : - I will be able to handle APIs with that book - I will be able to backtest and to program automated strategies If no then what would you recommend as material ? Am I missing something ? I'll write only the necessary in C++ And write everything else with mathematica. But I'd like to be good at C++, as if, it would be my main tool. Thanks.
Anything by Stroustrup is of the highest quality. Is it enough? Depends on what your own aspiratios are. I have been programming for 35 years and I am not even close to believing that I can stop reading and updating my skills. Programming is still a very young science, and progress is being made every year. Continuous learning is a must if you want to stay a Grandmaster. I would learn how boost is put together. I don't mean how to use boost, although that is very worthwhile. But why does it exist and how does it solve problems that make programming that much more expressive. How has boost influenced different drafts of C++, like 11 or 14 or 17? But there are literally twenty different worthwhile directions you could go.
Okay. My expectations are not that high. To dialogue with an API must be the easiest. Then come the little program that backtest, send orders.
Well, you are playing with fire. If you are just going to create a GUI, then very simple understanding of programming is fine. The more automated the program becomes and the shorter the reaction time of the program must be, the amount of knowledge you need to have grows exponentially to extreme heights. It is no longer a hobby but a profession. You can go and play a pick up game of basketball at the Y for a few bucks bet. Try that on an NBA court against MJ and others and if your livelihood depends on it, well, need I go on?
IMO Stroustrup is for advanced users, not for beginners. It is more an academic text, not a practitioner's handbook. The following C++ book is specialised on finance: https://www.quantstart.com/cpp-for-quantitative-finance-ebook See if the contents makes sense for you. On the following page the above author has also a list of book recommendations about C++ programming: https://www.quantstart.com/articles/Quant-Reading-List-C-Programming Otherwise try the "C++ for Dummies" book for total beginners:
If your OS is Windows then maybe another alternative could be AmiBroker ( http://www.amibroker.com/ ). It has a C++ interface, and most things needed are already available in AmiBroker, so no need to code these things yourself. And you can extend it with C++ by writing plugins (DLLs). Here's its developer kit (ADK) in C++: http://www.amibroker.com/devlog/2010/08/03/adk-updated-with-64-bit-example-dll/
Unfortunately I run Arch Linux. Skipped windows for the best and the worst. I run windows on a virtual machine, For specific softwares but not trading.
;-) Similar here. I'm running AmiBroker in a virtual machine (VirtualBox) under Debian Linux. At the moment I'm using AB for research only. For trading I use IB TWS under Linux.
What Programing language do you use for IB ? They say C++ has limited functionality over Java ... C# ... But from their guide it looks fine. Isn't it ?