Learning to write an Algorithm

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Learning to write an Algorithm

Postby GreenyMcDuff » Thu Feb 02, 2012 8:46 am

Hi all,

I am new to the forums, just want to say that it looks like a really useful resource!

I use the FXCM Trading Station platform and want to learn how to write trading algorithms. Programming is not new to me (I know some C++ and a lot of VB/SQL) but writing trading algorithms is.

I guess a good top level tutorial would cover:
- The basic structure of an efficient algorithm.
- Functions used to calculate values of technical indicators.
- Functions used to communicate entry signals.

Is there a resource here (or somewhere else) that someone can recommend so I can learn how to code my strategies...

Thanks

Chris
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Re: Learning to write an Algorithm

Postby Apprentice » Thu Feb 02, 2012 11:08 am

Probably a good idea to be the first to learn Lua specifics.
One of the good book for this is, in Programing Lua by Roberto Ierusalimsky.

After that you should download the SDK from here.
http://fxcodebase.com/documentation.php
It have buildin Help, a description of all functions, structures.
At the same address you have online version.
Or you can use forum, wiki for more info.
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Re: Learning to write an Algorithm

Postby sunshine » Fri Feb 03, 2012 12:34 am

Please see also: Recommended reading
sunshine
 

Re: Learning to write an Algorithm

Postby GreenyMcDuff » Sun Feb 12, 2012 12:38 pm

Hey guys,

Thanks for the info, I will give those a go.

Cheers

Chris
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