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 Also, does anyone have a program written, maybe an unprofitable one or outdated one that they will let me look at, so I get an idea of how the structure should look exactly?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
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.
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.
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/en/p.php?f=programInterface
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.