I recommend Chande, Beyond Technical Analysis http://www.amazon.com/Beyond-Techni..._B000AP91T6_1_2?ie=UTF8&qid=1367316802&sr=1-2 for a deeper treatment.
Did anyone read Building Automated Trading Systems: With an Introduction to Visual C++.NET 2005 (Financial Market Technology)? Do you like it?
it would be good of there is book or blog with examples showing how to build a basic one from scratch.
The best book is the market itself. Since trading is not a science, everything you need is no better than metaphysics. You may be better off using astrology.
Hehe, I think you missed the question he asked... It was not about astrology, but how to get ideas to write an automated trading system. I have problems seeing how astrology should help setting up a script that will automate trades. As mentioned before, I think Quantitative Trading is a good place to start. Good luck whatever you may choose, astrology or not
I read some reviews/comments of the book and people say there aren't any real backtests in the book to show astrology/Gann way works, well it is still a very interesting topic but I doubt any human in the world can really have a backtested profitable trading system with astrology/Gann way.
Look at the API examples on Interactive Brokers (forget about FIX, it is very complicated and you can easily outsource this part). http://www.interactivebrokers.com/en/?f=/en/software/ibapi.php I would code in JAVA, it is quite efficient and not that difficult (it may not be the fastest language, but it is fast enough and can be used for low latency applications as you become more advanced). If you know nothing about JAVA, start here- http://www.learnjavaonline.org/ Your local community college most likely offers a great JAVA 101 course. You may also need to learn JAVA 201.