Most books on trading are written by people who failed at it. However, I do appreciate the books by Mark Douglas.
first book: http://www.sincitychamberofcommerce..._vegas_brothels_sin_city_chamber_brothels.htm second book: http://www.12step.org/
Market Wizads I and II are among my favorites. I also recommend "Think & Grow Rich," though it has nothing to do with the mechanics of trading.
So when you compile everyone's list of favorite books, it turns out to be just another big mumbo-jumbo. Why don't you trim out the fat and state only the main points of the book? BTW my fav is Marcel Link's "High Prob Trading" as well (very concise and to the point).
I have two favorites, Marcel Link's High Probability Trading and Van K. Tharp's Trade Your Way To Financial Freedom.
List of free e-book downloads for trading books. I haven't downloaded any but for those wanting reading material it looks like a good site. http://www.ebook3000.com/plus/search.php?keyword=trading&x=0&y=0 edit: Did a quick check on google and this may be a scam / virus site. If anyone knows about this site let us know.