Need push in right C++ direction

Discussion in 'Automated Trading' started by ZeroSumGame, Aug 21, 2008.

  1. Since searching C++ gives you no results...

    I want to learn C++ and how to use it towards trading.

    Do I learn it from the beginning? Is there specific books that relate it to automated trading?

    Basically what I am asking is where do I start?

    Book Suggestions, website suggestions are welcome.
     
  2. jhucti

    jhucti

    I think C# is the way to go now. C# filts well with the modular, even-based trading environment. It is also easier to learn than C++ in my opinion. Both NinjaTrader and OpenQuant are based on C#.
     
  3. Microsoft gives away c++ and c# compilers for free. You might Google search "c++ tutorial" and look for something with code examples. I just start writing programs and keep revising, improving them.
     
  4. i have 0 C++ experience, i am looking to learn from scratch.
     
  5. I'm a software professional and have used C++ almost exclusively for 15 years. I have had extensive exposure to other languages, and I must observe that C++ really isn't that great. Someone learning programming from scratch would find it much harder to learn that other more modern languages.

    My office mate concurs that C# might be a better starting point for new development if you are starting from scratch.

    Why did you settle on C++ with other choices around like Java, etc?
     
  6. i have looked around for jobs in the trading automation area and everyone seems to want c++ experience.

    If i am applying either language to existing brokers' software. for example interactive brokers or trade station which would u suggest?
     
  7. bidask

    bidask

    bravo! finally an honest c++ coder who will tell you not to use c++. :)

     
  8. gehko

    gehko

    intro --

    Unless there is a very specific reason that you want to use c++ it would be better for you to learn c# instead. Obviously that is my opinion, but i believe it strongly enough to state it as fact.


    Step 1 --

    Go here:

    http://www.microsoft.com/express/download/#webInstall

    and get c# and install it (hint: it comes with crap-loads of examples and its free).


    Step 2 --

    Research an APress or O'Reilly C# book on amazon.com (do not be tempted by other publishers). You want the physical book not an e-book, it is much easier to reference and learn from. Free sources on the web are great, but sometimes they have poor programming techniques and do not follow a best practices approach, and that is where a real book will come in handy.


    Step 3 --

    After you have written a few of your own programs and understand classes and program structure get NinjaTrader (its free) because it is written in C# and all indicators/studies are also programmed in C#.


    good luck. hope this helps,
    ~g
     
  9. I can't speak for tradestation, but IB's api is C++ or Java for socket programming (preferred) . There are ActiveX bindings to VB, C and Excel but I don't think they're considered "industrial strength".

    IB's TWS and Oanda's FxTrade are both Java apps.
     
  10. Haha. But if I want to quickly do something in software, the shortest path for me is C++. It's cuz it's wired into my brain. :cool:

    The real reason I discourage n00bs from learning C++ is keep the supply of C++ programmers small. Keeps my costing rate high. (J/K)
     
    #10     Aug 21, 2008