I don't see any reason to go to C++, stability, implementation time is probably better in C#, running time difference negligable for almost all basic order handling purposes, so unless there is some specific other reason my suggestion is to stay with C#.
I am programming C# with the IB API. It has worked out very well for me. I had intended to port it (C#) to C++ for performance , but the C# is doing great ... handling 100 stocks, doing scanning, auto watch for trends and then popup the orderscreen or do automated buy, stop-loss, sell as I choose . Also created a TWS assistant which has single key functions for all my entries and exits ... scale in/out very quit order execution. Manages the account, positions, logging history etc.. About 2 month (full-time) programming the basic app and 2 month more to add the automation, trend watch and scanning and test data generation. I am a professional programmer, have written many books and 100 articles on programming.
I began learning C++ a while ago... I found it surprisingly interesting, much more than I thought it actually would be(I am/was a physician, so it is expected that I´m kind of ignorant in almost every other aspect of life but medicine LOL)... Would you recommend me some sources of study for C++ specifically to trading?
C and C++ were my native languages. I have dozens of books. Windows or Linux? The Horton book is good for C++ on Windows. There are open source trading software development projects on the web. but some broker API might be the best even for learning , since the hard part (low-level communications, parallel processing, messaging) is provided with examples and can be studied and then extended.
I use Windows... I´m learning the basics from Code::Blocks... I´ve also read "Beginning Programming with C++ for Dummies" just to find out what the subject is and I´m currently studying through internet tutorials and "Programming Principles and Practices C++ by Bjarne Stroustrup" (Since the guy allegedly developed the language, it seemed a good place to look)... I´m gonna check this "Horton" book... I spoke with the folks from Sierra Chart... They suggested me exactly what you said... That I studied their ACSIL and from there, go through whatever else I thought important...
Zen, what do you think about Java for this purpose? I've been reading a lot of good features and for a non advanced programmer like me, it seems easier than C++ or even C#. In fact IB is actually done in Java, it must be not too bad Thanks in advance
Not much difference in difficulty, I use java 40% c, c++ or c# 60% , usually determined by the environment or system I'm developing for rather than any preference for the language. To me, C# is actually a modernized (easier) Java in my view (for windows). I recently ported a very large application from Java to C# and it was easy to map one to the other... the huge .NET framework provides so much Windows functionality that it is better if the target is Windows (only). Java is portable and I prefer it in Linux for apps, system level c c++ is better.
I have to agree with ZenMusic. C# is more to Windows oriented, made for Windows operating system. Java is very portable. Once coded, runs everywhere. I would say the tree languages (Java,C++ and C#) are very similar. Once you have learnt one, learning the other would be very easy.
And imagine a trading system without a GUI....LOL !! I go the other direction, I have a window pop-up for each of my TrendWatch processes when it is getting close to an action point (such as a buy or escalation of confidence) and it displays all the parameters and data it has at the moment. They stack on top of each other neatly but I can open and watch each thread graphically .. I'll post pictures (multiple screens) tomorrow .. For me, this was first day of fully automated trading / testing of my new program Most orders were stopped out immediately because stop-loss setting were too tight , but these were the best: CSTM BOT 5.67 SOLD 6.90 ITG BOT 17.78 SOLD 20.26 RLYP BOT 17.595 ... still holding at price 18.74 By Monday I'll complete the loop and be able to twit the transactions as they happen
automated trading update friday RLYP BOT 17.595 (thur) ... held overnight and sold at opening surge for 20.40 fell and program rebought it at 18.72 bought TRIP bought CSTM