TradeStation

If you are looking for a clearly written, step-by-step lesson on how to get going with TradeStation EasyLanguage, this is not your book. I bought it for that reason, but found TradeStation's own "Becoming Fluent in EasyLanguage" far superior. Get this book if you want 200 pages of examples of trading strategies that worked for their authors.
"200 pages?" you say. Yes, about half of the book is dedicated to the title subject. Another 200 pages of "stuff" was inexplicably tacked on. A stock option course, interviews with traders, and appendices from EasyLanguage online reference. The book is so poorly edited that it refers to Appendix A as a function list, but the appendix is actually a much less useful list of syntax errors. Typos throughout.

The systems are very good.
You will of course need to tune them, but I am generally very impressed.
The prose is also very good, and I have much better insight about how to design systems like this.

The only downside is that the code fragments in the book
1) are not available for download on the web, which is just silly in this day and age;
2) are very poorly edited; they contain syntax errors and obvious bugs.

So poor technical editing, but great content.

"Building Winning Trading Systems With TradeStation" is brand new and probably the best 'Intro to EasyLanguage' currently available other than the manuals TradeStation itself offers. The title suggests it is a strategy book, but the 'strategy' section is only about 50 pages of a 375 page book. The rest of the text is a good intro to TradeStation, EasyLanguage and trading, including tips on debugging, performance reports, StopLoss exits and other somewhat obscure topics.

Other EasyLanguage guides are somewhat dated (though, I still find them interesting). Check out "Ask Mr. EasyLanguage" and "Using Easy Language" if you want to comparison shop.

Much of the book can be found elsewhere, particularly the online TradeStation manuals. 90 pages of appendix comes straight from the online 'EasyLanguage Reference Guide' (a pdf file). What is unique about the book is the 'system development' perspective. The online guides offer little or no help developing trading systems.

The CD contains the code described in the book. The code could have been put on 2 floppy disks, but I guess a CD is cheaper and saves space.

Table of Contents:
1. Fundamentals (What is EasyLanguage?) pg 1-29
2. EasyLanguage Program Structure pg 30-38
3. Program Control Structures (if-then-else) pg 39-51
4. TradeStation Analysis Techniques pg 52-75
5. System Performance pg 77-108
6. Trading Strategies pg 109-156
7. Debugging pg 157-166
8. Research topics pg 168-193
9. Percent Change Charts (Jan Arps) pg 194-200
10. Options pg 201-227
11. Interviews with EasyLanguage Developers pg 228-276
12. Appendix pg 283-380
13. Index pg 381-389