I had the same question as you in the past, personally I would go open source and choose either R or Python specially because you can use them in trading and finance; I would choose R over python but if you want to learn the basics of computer science than definitely python.

This is very helpful: "Data Science Wars: R vs Python"
https://www.datacamp.com/community/tutorials/r-or-python-for-data-analysis

And O'Reilly has some good books...

iantg 

Hi Trambo, I am a programmer by profession and a futures trader on the algorithm side. So I will throw in my two cents. Just to get familiar with basic blocking and tackling aspects of programming logic, MS Excel is a great place to start as has been previously mentioned. You can really get a handle on the basics with if statements, and other basic logic formulas that do something based on criteria. Once you get familiar with these concepts you will find that most programming languages are very similar to this. My natural progression in programming was as follows: Excel > VBA > SQL > VB. Net > C# > Java I think visual basic is a very easy to understand first language because the syntax is almost like talking, so following what is going on is very easy. When you move over to C# which is Microsoft's other primary PL, it has almost all the same rules as VB, but it drops a lot of the verbiage and just uses characters and symbols to short cut things. Moving from VB to C# is pretty natural, and moving from C# to Java or Java script is pretty natural also because they use similar syntax, rules and the likes. Now with respect to how any PL can help you get setup in trading, here is my two cents. Go with C# NinjaTrader uses C# and MultiCharts .Net uses C#. Some of the other platforms do as well, but C# will get you in the door with 2 of the top platforms. Easy Language which is used by Tradestation and some others, is not a real PL per say, so much a proprietary PL for a given trading platform. I would say that going with C# you would pick up a PL that would be applicable to trading and beyond, whereas if you invest in Easy Language your benefit would be to trading only. One final reason that I tip my hat to C# over others with respect to trading, is you have access to the vast fortune of Microsoft class libraries that you can extend into your trading system. If you want to pull in SQL, Lists, Arrays, Data Tables, or other more advanced objects into your trading platform, C# has you covered. If you go with a different platform and PL, you are going to struggle to gain access to the same riches. Good Luck Ian

Hi Ian,

Thanks very much for the reply. Very insightful. I'll certainly take that on board, it all seems a bit daunting at the moment, but thats half the fun!

Thanks again to everyone who has helped.