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I am looking for a way to backtest a universe of stocks in batch mode using the eSignal Data Manager to retrieve historical price data, and I think this would require something such as the Desktop API with a custom program (i.e. not possible using EFS formulas). If I am on the right track here, my next question is which programming language would be best for this purpose? I have limited programming experience, but if I am going to spend time wrestling with any language, I want the time to be well spent. Any advice?
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pa-kay -
Re: newbie question
You can use the Desktop API to retrieve historic data.
As for which programming language to learn, that is one of the great historic debates. I would have to suggest Visual Basic because it is well known with lots of places and books to go to for help. VB is often considered one of the easier languages to learn, while still being powerful enough to perform most tasks thrown at it. My personal preference right now is C# (as I've always been a C/C++ guy in general), so you might want to look at it as well.
Cheers... George -
George,
Since you mentioned C++, I am in the process of trying to pick it up for, among other reasons, writing dlls. Do you by any chance have any simple uncompiled dlls you could send me as examples?
Regards,Comment
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Is there an advantage to C++ over VB for writing dlls?pa-kayComment
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pa-kay,
For me, I had to make a choice between VB and C++. I chose to pursue C++. That was my basis. Perhaps George can provide a more meaningful answer.Comment
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Which language you use could, to some extent, be a decision based on where you will use the DLL. A straight C/C++ can be used anywhere and by anything. If you choose a managed .NET langauge to create a DLL, you will need to jump through some hoops if you want to call that DLL from a non-.NET language. I've always been a C/C++ guy, so VB guys might know things about VB DLLs that I am not aware of.Comment
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VB vs. C++
I would recommend using VB, especially for novice programmers. With .NET, it theoretically does not matter which language you write in because both VB and C# complile to the same run-time environment.
We will be incorporating alot more .NET features into the next version of the API, including expanding our XML capabilities.Comment
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