MATLAB is worth some consideration. It is an interpreted language so it understands C, Java, perl etc so you can use the right tool for specific tasks. It has integrated parallel processing. The graphics support has Open-GL. There is a 64-bit version so you can work with enormous amounts of data. It works nicely with the IB API. Most importantly it makes development very easy and very fast. You can see a few graphic examples of ML capabilites here: www.matlabdevelopment.com
NinjaTrader w C#/.Net Cheap, and robust enough to trade in real life (once you figure out its many quirks)
VBA(part of MS Office)..LOL with advise for C# for person with zero experience. it's like starting to learn how to flight with F16..or learn how to drive on F1 car good luck with that
I discovered recentlly www.eurostockscreener.com. Just for the main european markets, but really easy to use. Still in Beta but it looks pretty good.
Thanks for the suggestions guys. As for platforms, my choices right now would probably be focused on ones with low costs and a decent execution speed. Don't need many other features since I'll be going auto. Looks like I'll be learning C# or java.
Free, full 3 course intro to CS from stanford. prob 50+ hrs of video lectures and all other course material. they use Java as learning language. http://see.stanford.edu/see/courses.aspx very cool stanford, thanks.
Yes but not every change of bid/ask and only a set of symbols not all US and foriegn securities. I wrote my front-end for 32-bit so I needed look ahead preallocation to keep the address-space requirement down around 2GB in Windows using the 3GB switch. My 64-bit box with 64-bit OS and 64-bit MATLAB has 24-GB ram and works comfortably with about 30 GB loaded (with a fast drive).
@Bzgg, Chistian has just wrote the right thing: it's your platform or your trading environment, that counts. E.g. with Tradestation or Multicharts you should learn the integrated script language Easy/Power Language, with Ninjatrader C#.Net, with Metatrader the integrated "C"-based script language and so on. If you plan to be able to automate different environments and have to use really fast code, I would have some problems using Java or C#, because they are Runtime-dependend and that's in some cases really the overhead you don't need. Using the Windows platform and needing max. speed it maybe better to use products which can create native "unmanaged" Win32 components like C/C++, Delphi or PowerBasic (PB e.g. has also an inline assembler, if there's need for more speed...). But all these decisions depend like always on the requirements and the objectives of your project. Only my two cents... Volker