Programming for Traders

jonnyy40 said:
I would read such a book.
http://www.solutionset.co.uk/default.htm
They're vb and vb.net specialists apparently.
They seem like a generic VB training house.

Have a look at their 'coding standards' cribsheet. Anyone who equates coding standards with variable naming should be viewed with suspicion. Anyone who further recommends the use of hungarian notation has been living in a hole for the last five years. $0.02
 
jlanng said:
Anyone who further recommends the use of hungarian notation has been living in a hole for the last five years.

Indeed. Only five years ? It always was a Microsoft atrocity, mercifully absent from the *nix world.
 
Any such book should focus on design of application adn algorithms. Code would be needed, but this should follow design. the book should not attempt to be all things to all people, but be aimed at those who know how to program and who want to understand complex concepts such as programming back testing; indicators etc. Ideally it should have sme new algorithms based on uncommon ideas - eg, instead of showing how to program MACD, maybe take some of the probability ides from cynthia kase nad program them. or something else that's a little different.

People who are new to programming should get a basic book on programming and design concepts, then move to trading. This should be an intermediate to advanced book.

Please note there is a growing and extensive open source code base for trading systems, and most common indicators such as moving averages are already programmed (TA-Lib is one of these I believe).

It would be good if you showed code samples in Java and VB.net (or C#).

Just my thoughts, but when I was learning learning about programming specific application areas, the last thing I wanted was simplistic 'hello moving averages'.
 
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