I use BMO Investorline and Scotia iTrade, which don't offer API. But in the future I will most likely move to Interactive Brokers. At my university, I have access to Bloomberg for my market data. I did some research, the platforms I can use to code are JAVA, C++, and Python, right? (my personal computer is a Mac)
@Robby Luca do you already have some programming knowledge? Unrelated to financial applications, or for trading? If you currently have absolutely zero programming knowledge then I would think that it does not matter much which of those three languages you use to make a start. Initially you should learn some programming, independently of your intended trading application. Once you know the basics of one language you could switch to (or add) a second language which you would either like better, or would be more suitable for your intended trading application.
@HobbyTrading No, I have no knowledge on programming. I was gonna start by looking for tutorials to get started and buy a book on the topic. Just wondering what book to get, there's so many. Just looking at the "for dummies" series; coding for dummies, beginning programming for dummies, beginning programming with python for dummies, etc.
I have the impression that lately Python is the most popular language to start learning how to program. You can buy a "Python for dummies" kind of book. Or find a YouTube tutorial series and follow that along. Suggestion: search for "sentdex Python" on YouTube. Not by passively watching those video's but typing and running the code yourself. You will most likely find that you get creative based on what is shown and do some experiments with the sample code.
Interesting link to my development lab where you can see Live my new algo strategy for volatility. https://forums.collective2.com/t/direct-link-to-watch-my-strategies-development-lab/10508 or direct link to the lab www.screenleap.com/tradingmachine I will be happy to answer any question.
I suggest you take a beginning college course in SQL, Java, Perl, Basic, C#, C++, Python, PHP, or any other popular computer language. Not everyone has the brain cells to become a programmer. If your IQ is less than about 120, you are unlikely to succeed. Sorry, but that's how it is.
There's some good apps you can download that test in specific programming languages. That's where I'd start. Learn Python by Sololearn is a good one.
python is good for beginners. you can even do a "machine learning for trading with python" course for free on udacity after you grasp the basics. if you want to start with R, datacamp has some courses for trading