[BlowFish]

I seem to keep hijacking threads with this .net stuff. Perhaps I should start a 'roll your own with .net c#'.

Anyway coming from a background of linked lists pointers procedures etc. I am finding it quite hard to 'unlearn' and actually start thinking in OO. I have looked at (and read chunks of) various books in series that I have liked in the past. Most are heavy going (even the 'beginners' ones) with page counts in thousands. That site is refreshingly concise. Another one that I came across that clicked in a similar way is at brainbell C Sharp Tutorials I have just got to the multi-threading section so can't comment on that but have had several aha moments up to that point.

[AgeKay]

I don't mind you hijacking my thread. I've put this one hold as it seems that CQG doesn't meet one of my requirements after talking to them. I have to work on my own trading as that has been going downhill lately. .NET is massive and there is no one who knows everything about it, just many experts for one or two domains. I've been programming exclusively in .NET since its introduction (7-8 years ago) and I am still having problems catching up with all the new stuff they keep introducing (I am still using .NET 3.5/ C# 3 / VS 2008 and haven't had a chance too look much at the .NET 4 / C# 4 / VS 2010 stuff). Learning the C# language is the easy part as it's basically like any other OO languages plus very cool features that it stole and improved upon from other languages. The only thing that might take some time to wrap your head around is generics when there are multiple nested type parameters involved, but the concept is similar to templates in C++, just much better. The framework itself includes so much that it's unlikely that you'll learn (or even need) more than 10% of it. Just stick with the newest technologies for each domain. E.g. use WPF instead of Windows Forms, ASP.NET MVC2 instead of ASP.NET Web Controls, etc.

Also, get Resharper, I would refuse to develop software without it. Some people find CodeRush also very useful, but I've never really tried it.

[BlowFish]

Uncanny how you answer some of my questions before I asked them one of them being forms vs WPF. Everything screams WPF except forms just seem so much easier not to mention there are loads of open source libraries whereas the WPF ones seem to be about a grand and a half a pop.

Yeah it became apparent to me early on that it is pretty much all about the framework rather than the language however c# seems like the best tool to generate IL.

[AgeKay]

Win Forms were introduced with .NET 1.1 and only updated in .NET 2.0. It's been WPF since .NET 3.0 (before .NET 4.0 there was also a .NET 3.5 release) so you can't expect much support for Win Forms in the future. Silverlight is also basically just a cut down version of WPF so it pays off to know it. WPF is initially harder to understand because it does a lot of "magic". You should know that you don't even need to use XAML to use WPF. XAML is just transformed to code during compilation anyway. I am not a big fan of books when it comes to technology (because they get outdated so quickly) but you should definitely read "Windows Presentation Foundation Unleashed" by Adam Nathan if you want to use WPF, it's the only software development book I still own. I didn't really "get" WPF and how it does its "magic" until I read that book and it's the best software development book I've read in years.

[AgeKay]

Btw, here are all known C# constructs:

Kirill Osenkov : Updated C# all-in-one file

[Mirko]

I am looking for a good broker with API connection to connect to Tradestation to trade FDax and other stocks with system. I like to work with Zen-Fire and Nijatrader but I learned that I have to invest 1500 bucks for a multi broker version to work with API and a broker.

Does anybody have an idea how I can save the 1500 or is there no way out?

[natedredd10]

Originally Posted by AgeKay »

I've already implemented the order book visualization which would show me "interesting" behaviour in the order book, unfortunately it wasn't as helpful even though it was connected to feeds that are considered "good" for trading because I was missing lots of data (I could actually see that things were not adding up).

Before getting too deep into this, I think you should question a lot of assumptions you are making here first...
How can you be so sure the feed was the problem?
My thinking on the book has always been polluted by that action market theory guy that runs a trading room with some quote that "the book is just noise until a trade happens"...
While obviously the book is far from "noise" if we were all trading at equal time frames and with equal data feed latency, I do think he is correct that from his time frame and data latency, thinking of the book as anything but noise is foolish.
Max Dama on Automated Trading: Current Competitive Latency
If you look at that visualization, to even start to get a clear picture of the book its going to cost you 10-50k a month for a data feed....even though latency arbs are skimming off the top and distorting things and it seems obvious that zenfire themselves are certainly the slowest of the slow on there, no matter how fast they ship it to you once they get the data...
I've started shifting my thinking that this retail obsession over "true tick data", aggregated data?? BOOOOO...
Obviously execution speed matters a ton, but since the highest end is operating on microsecond time frames..you might be better off with aggregated data that has some millisecond aggregation built in to keep you out of this fools game of trying to beat guys that are so so far ahead of the curve and just picking off the most obvious rare setups.

[natedredd10]

Originally Posted by BlowFish »

Anyway coming from a background of linked lists pointers procedures etc. I am finding it quite hard to 'unlearn' and actually start thinking in OO. I have looked at (and read chunks of) various books in series that I have liked in the past.

Maybe you are getting hung up on programming your own classes? Or at least on how to override a class?
I'm so glad I'm a 1999, dot com, CS dropout...OOP makes sense to build huge programs like windows, linked list pointers make sense to handle computation on machines in 1985 because memory management mattered.
Now? Who cares...
To me its a real shame CS hasn't evolved to be "the study of writing algorithms for parallel computation" at this point. Hardware has practically brute forced to meaningless the science part of 1999 CS...Academia is obviously not the most efficient market though for such things.
Don't waste your time learning to "think" in OOP...its a total waste of time given the scale of the project you will ever work on in the markets.
You should really consider learning R or matlab...steal from better programmers/bigger shut ins than you will ever be..
Great quote from the hack the market blog i posted in the other thread on here:
"“Good programmers write good programs. Great programmers steal good programs.”"

I would change that to "great programmers steal great algorithms"...No one here is geeky enough to "take out" anyone who has wrote a matlab or R function...