I only can program in VBA. What do you think is the easiest (yet effective) language to learn for simple trade automation purposes ? The platform will be something like Sterling Pro, Laser, and Lightspeed.
if you want to stick with VBA, there are several .net trading platforms already such as ninjatrader, openquant and tradelink. http://code.google.com/p/tradelink/wiki/ResponseDocs
thanks. But I don't plan to stick with VBA since i only learnt it for automating my spreadsheets, not trades. Is VB a simple and decent thing for automating trade programs?
I personally am not crazy about VB but I am used to c++ which is a bit more formal. c# is a good compromise, it has almost exactly the same syntax as VB.... plus you can use all your VB objects (if you have any) since they're both .net. c++ will be difficult for you to pick up coming from vb, because it's very picky about syntax and you have to worry about arcane stuff like having 16 different types of strings and managing memory. many of the trading platforms have their own languages, such as tradestation. they're good if they have large #s of userbases (like TS) to give you assistance learning it. it does lock you into one platform though. there is no really one best language for trading. you should pick what you like the best and feels natural and makes sense for you. there is nothing wrong with VB if you are good at it.
BayStreet: I'd suggest a search here on ET (look in the upper right corner of your screen) using "trading and language and software" as the search string. Your question is rather broad as a lot depends on whether you plan to do back-testing, use your brokers API and roll your own system, use a standalone program that already has the API to your broker that allows you develop your "system" without needing to worry about the interface, etc., etc. You could add terms like "intra-day", "back-testing", "API", and "interface" to the search string to reduce the number of search hits but I'd start out with my suggested string to get a flavor. Jack
I've done VBA, Easy Language and C#. Once you master C# things are much easier and faster to code up than in the other two.
you need to look at those platforms and see what languages they offer for their api's. learning anything else would be dumb. also, it's not just ease of language, ease of api, ie how well documented etc., can be much more important than language for getting up and going quickly. i'll save you some time though. lightspeed is a pure socket based text protocol, not really an api, you'd have to be pretty comfortable with whatever language you chose to be able to make use of it. both sterling and gen have multiple flavor api's, from c++ to .net. given your experience with vba and lack of programming skills, you could probably get away with using vb.net and going after laser's or sterling's api. sterling's api probabaly being the easier of the two. good luck.
fyi, the genesis .net api is not supported by genesis... it's experimental and the example application does not work well. according to genesis nobody uses it. If you want to program with .net in genesis, you can use tradelink and tradelink's free genesis connector. You can also use sterling, assent, IB, MB trading, blackwood, TD ameritrade and dbfx... with tradelink, all without changing your strategy/application code. tradelink is free and 100% open source. http://tradelink.googlecode.com
I've work with many languages including VBA, EasyLanguage etc.and nothing that I've used can beat NinjaTrader with C#
VBA is probably the easiest language to start out with for automating trading strategies. Their is a yahoo group devoted to helping out individuals on the cusp of learning vba trading strategies (google it). Interactive brokers provides an API platform for VBA within Excel. You can find the getting started guide here: http://www.interactivebrokers.com/en/p.php?f=programInterface This is how I coded my first ATS, and now I use JAVA because I learned a little in college. You can have decent trading programs within Excel but nothing with low latency (excel will still work well with sub 1 second systems). You can research about this within Elite Trader and find some good posts. I would start out with Excel and get something working first if I were you.