I would like to start automatic trading system. Do you all have an initial references for me? Books, links, code examples, code environment, etc.. THANKS!!
Depends on frequency of trading. For more position type of trading: Perry Kaufman books, Robert Pardo book. Matlab for prototyping.
Initial Reference, not really definitive:
Building Automated Trading Systems by Benjamin Van Vliet – structure
Evidence-Based Technical Analysis by David Aronson – expectations
Trade your way to Financial Freedom by Van K. Tharp – risk
Tools and Tactics for the Master Day Trader by Oliver Velez and Greg Capra – Part 1 – psychology
FM Labs – a good library of technical analysis routines, and charting.
Personal comment – become a successful trader. To automate a system, it must exist as a manual system for at least 1 day.
I have a small team developing automating trading strategies. We have a few already deployed and developing additional ones. If interested, we would be happy to help you jump start and possibly cooperate. Let me know if interested.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!