Best programming language for automated trading?

Discussion in 'App Development' started by Newmoney24, Jun 9, 2013.

  1. How is lolcode complicated? Took me 3 minutes to implement a winning strategy:

    Code:
    BTW hai.lol
    CAN HAS STDIO?
    CAN HAS TALIB?
    
    PLZ OPEN LIB "TALIB.dll"?
         AWSUM THX
             VISIBLE "K.."
         O NOES
             INVISIBLE "ERRROR!!!!! HAZ NO TALIB"
    
    HAI 1.2
        VISIBLE "START MAEKING $$$"
        VISIBLE SMA 20
        VISIBLE SMA 50
    
        IZ SMA 20 BIGGER THAN SMA 50? 
            AWSUM THX
                BUY
            ONOES
                SELL
    
    KTHXBYE
    
     
    #11     Jun 9, 2013
  2. Besides that showing you are VERY close to terrorists (TALIB - yeah - right. TALIBAN trading?) it just has TOO MANY WORDS ;) It misses the elegance of fucking with ones brain ;)
     
    #12     Jun 9, 2013
  3. why does everything about programming have to have Indians in it?
     
    #13     Jun 9, 2013
  4. Craig66

    Craig66

    In the spirit of BrainFuck, don't forget J.
    Here's some code from the showcase pages

    NB. total dollars by expense category
    expensedist=: ([: ~. 2: {"1 ]) ,: [: <"0 (2: {"1 ]) +//. [: ; 1: {"1 ]

    NB. monthly expense distribution
    monthexpensedist=: 3 : 0
    m =. 1 {"1 ym =. 0 1 {"1 ymdfrts y
    y =. expensedist&.> (b =. ~:m) <;.1 (/:m){y
    (<"1 ym #~ ~: m) ,. (+/@:( ;@:(1&{)) &.> y) ,. (\:&.> {:&.> y) {"1&.> y

    Got all that?
     
    #14     Jun 10, 2013
  5. As always, one simple question lead to a bunch of derivatives that are pointing in all directions, the Indian was probably one of the most precise one.

    If you are trading at the speed of light, like HFT++, then you'll have more problems than just picking the right language. You'll have to get a server as close as possible to the exchange you're trading at.... So, guess we'll leave that out.

    I've been a Excel VBA programmer, and that's really slow(for backtesting), and risky/unstable (MSOffice) program if you were supposed to automate your trading.

    Try something more powerful.....

    But remember, you don't have to be an expert from day one, everything can be learned if you have a basic brain.

    So now I'm working on C#, don't understand everything, but I have a nice network of programmers that I can ask for help - and it's fun to learn something new.

    Back to the Indian, I think that's a good point. Take a look at your network, what skills can other help you with, and of course try avoid languages that no one support anymore...

    Right now I'm working on a great, felxible tool from IQBroker, you should check it out. A couple of evenings and you'll be fully able to modify strategies etc... And it's compatible with InteractiveBrokers.

    Good luck.
     
    #15     Jun 10, 2013
  6. Thanks for your feedback, that's exactly what I'm trying to do-- I'm trying to avoid the languages are used much anymore- Would be silly to spend hours and hours to learn something that doesn't help me.

    So back to the question of which programming language to learn-

    it seems like C# and C++ are the best options,
    which one out of these two and why? (or if another language, which one and why?)

    note that I would ultimately want to do HFT though I would naturally start with non-HFT (and I'd want to be profitable in this too)


    thanks for everyone who has offered helpful advice
     
    #16     Jun 13, 2013
  7. vicirek

    vicirek

    Go with C# because productivity is better. .Net IDE is the best and intellisense will help a lot in learning new language plus support is unmatched (numbers of books, examples and web pages both Microsoft and others).
     
    #17     Jun 14, 2013
  8. Seconded. YOu may want to add in some sparkels of C++ - I do (Nanex data API is slow from C#, better from C++... and that is it). C# is nice, flexible and can cover the whole stack end to end pretty much.
     
    #18     Jun 14, 2013
  9. I have a professional programmer helping me, he says C# is better than C++. :)

    Good luck!

    Kind regards
    Espen
     
    #19     Jun 14, 2013