does anyone have any recommendations for learning R for data analysis purposes for trading strategies for someone with no programming experience?
there are people who do and packages for this (search r seek for quant/finance/etc), although for the most part they trade using daily data. for larger volume stuff for the most part you're better off doing analysis of backtesting results or signals in R.
You can implement event-driven back testing in Java and still use R to perform statistical/math calculations. There is a pretty good integration library between Java and R, so no need to compromise... If someone need technical help with this - PM me.
I am primarily using R at this point. Mainly because I am still investigating/discovering my 'system'. R allows me to quickly cycle through ideas without having to be bogged down in technicalities. As far as backtesting, I pretty much wrote my own. The R packages I use are only mathematical ones particularly related to the 'edge creation' part and not to the backtesting part.