How to Write a Robot
There are many languages which would be suitable for writing an algorithm trading robot from scratch, but the complications that you will encounter are in fact with the API to direct market access that your stock broker will provide—that is how you will actually enable yourself to place the trade orders in the financial markets.Processing market data could be achieved in a plethora of languages, and probably to a faster extent than the MT4 MQL4 can run back tests (back tests are a way of testing your algorithm robot; more on this later). For the reasons of ease of functionality and general support for financial software, I highly recommend using MQL4 (MetaQuotes Language 4), the native language of MetaTrader 4, to write your algorithm trading robot.
