A good place to begin is the existing literature on algorithmic trading: you can take the bibliography of this book as a starting point.
Another serious source of good trading ideas is the technical specialised press including, among others:
1. Traders www.traders-mag.co.uk
2. Active Trader www.activetradermag.com
3. Futures www.futuresmag.com
4. The Technical Analyst www.technicalanalyst.co.uk
The forums of TradeStation deserve a particular mention. They are restricted to customers, but full of good free trading codes and ideas. Other trading platforms and their forums also provide valuable information and system development ideas.
On eMule you will find free information, including trading codes and sometimes pieces of software. In the past Omega Research, the software house producing TradeStation, issued a series of periodic papers called "System Traders and Development Club" (STAD) in which the TradeStation programmers took a code and dissected it, explaining how the code was built and showing all the programming tricks involved. This is the best place to start and you can find these old PDFs still circulating in traders' networks. At the time of writing, TradeStation plans to launch a 21st century version of the popular Strategy Trading and Development Club, which will be called TradeStation Labs. This online offering will deliver both free and premium content highlighting TradeStation's capabilities for unique custom technical and fundamental analysis and its practical uses for trading stocks, options, futures and forex.
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