Start automatic trading system? Initial references for me? Books, links, code examples, code environment?
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.
We are platform developers, our managed account service, includes custom trading algorithm capabilities.
This is only the “execution” side of your question, you will need to know “what” you want to do. In general if you can normatively describe the process, we can implement it; across almost all global markets 24*7. Our platform has the infrastructure, so you can concentrate on the “what” and we will look after the “how” for you.
PS: Our services are focused at the instituational trader.
Almost same but my services are for a small individual trader. When small amount of contracts do not affect markets, some more freedom with it…
we can help you with trading system development. Please, let me know if you still have interest, I will provide you with case studies and references. Regards…
here is your primer:
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!