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j2ee
Registered: Aug 2012
Posts: 363 |
08-30-12 08:47 AM
Quote from Runningbear:
If you have no previous programming experience,you will have virtually no chance of learning C++ from scratch. Just to hard. Start with something a bit easier.
Learning C++ by yourself is still possible, but building a trade system is a hard project within all possible C++ tasks.
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jcl
Registered: Jan 2012
Posts: 407 |
08-30-12 02:36 PM
Quote from ksmetana:
Hi, I am learning C++ since it is the fastest and most common language used in algorithmic trading.
Does anyone have a good resource in learning to code specifically for trading?
A lot of the tutorials I'm reading teach basic coding, but I am unsure how to tie it all into trading. How to retrieve data... send commands.
C++ is needed for a trading platform, but not necessarily for a trading strategy script. Simple C will do for that, and is easy to learn. There are several tutorials for C based trading strategies.
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monstimal
Registered: Mar 2008
Posts: 86 |
08-30-12 03:02 PM
Quote from ksmetana:
Hi, I am learning C++ since it is the fastest and most common language used in algorithmic trading.
Does anyone have a good resource in learning to code specifically for trading?
A lot of the tutorials I'm reading teach basic coding, but I am unsure how to tie it all into trading. How to retrieve data... send commands.
I get the basic premise.
Create logic, and when the environment meets your parameters, you send a command.
Are there books or anything that specifically teach to write trading code? How to use different APIs, etc?
Also, does anyone have a program written, maybe an unprofitable one or outdated one that they will let me look at, so I get an idea of how the structure should look exactly?
Thanks
I think most platforms with an API will have samples programs that you can use to get started. Maybe take a look at this:
http://www.interactivebrokers.com/e...rogramInterface
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Mr_You
Registered: Dec 2010
Posts: 265 |
08-30-12 04:14 PM
Download and install NinjaTrader (its free) and play with the code produced by the Strategy Wizard.
If you can't get beyond using the wizard then coding isn't for you.
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Occam
Registered: Apr 2009
Posts: 471 |
08-30-12 08:18 PM
Quote from ksmetana:
Hi, I am learning C++ since it is the fastest and most common language used in algorithmic trading.
Does anyone have a good resource in learning to code specifically for trading?
A lot of the tutorials I'm reading teach basic coding, but I am unsure how to tie it all into trading. How to retrieve data... send commands.
I get the basic premise.
Create logic, and when the environment meets your parameters, you send a command.
Are there books or anything that specifically teach to write trading code? How to use different APIs, etc?
Also, does anyone have a program written, maybe an unprofitable one or outdated one that they will let me look at, so I get an idea of how the structure should look exactly?
Thanks
You could download the C++ version of QuickFix and look at their examples. This is the "real deal" -- the type of programming that many brokerage firms, exchanges, and HFT's use (although not with the freeware QuickFix version of FIX). However, it's also true that the time commitment to become proficient at this is significant compared to other solutions such as Ninja or Tradelink.
Java is another one that's similar to C++ but a little easier (with no memory management), and also has many broker-supplied API's, not to mention FIX implementations (such as the free QuickFixJ).
I disagree with the posters who say you can't learn C++ as your first language. If you're already making some headway, there's no reason you can't continue. It's all just a matter of what you're looking to accomplish. Give a serious look at the alternatives and make your own decision.
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