I have been trading for a while but am fairly new to programming but would like to automate a trading system. Some of the more experienced traders on here have suggested I learn with Python. I am only interested in learning a language for the sole purpose of building an automated trading system, can any of the pro-Python users out there suggest any shortcuts to programming a trading system. I know this probably goes against the rationale for many of the programming purists to learn a language entirely. Sorry I'm asking for shortcuts...I just don't know if I can take a year to get this done, though I can apply myself essentially full-time.
Are you looking for truly automated execution, or a program to backtest strategies, or something to alert you to entry points? If you want automated execution, I hate to discourage you but I would stay away from that as a first programming project. Much as I would also suggest you don't reprogram your car's ABS controller or get a job programming robots for telepresence neurosurgery. Automated trading is a risky business and you should really know what you're doing before you start. At a minimum, start by writing code that calculates entry points and text-messages them to you or something, rather than actually trying to execute trades. I don't mean to be a downer but there are just so many things that can go wrong. Defensive programming can't really be taught and is best learned by experience. Python is a great language, I can't say enough good things about it. I guess the only bad thing it is that your broker or data provider probably won't have Python bindings for their API. To answer your actual question, Troy Melhase wrote a nice package in Python that might help you get started. http://sourceforge.net/projects/profitpy/ Martin