Metatrader is my trading platform of choice. I managed to install version 4 on Ubuntu 9.10; version 5 is out already, but making it run under Linux requires superior hacking skills that I do not posess at the moment. MQL4 is Metatrader's own programming language, and one can spend months, if not years, playing around with it, and building custom technical indicators and automated strategies.
NinjaTrader is another platform worth checking out (I haven't done it yet), produced by a small team of techies based in sweet Colorado. By reading the online chit-chat, it seems that it would allow for straightforward interfacing with C++ and R.
A major concern to aspiring currency traders with minimal play funds is from where to get free historical tick data:
- Gain Capital offers weekly tick data for the major pairs (and many more); the good part is that the new files are posted each Sunday morning (ET time), so one would have enough time to put the AUD/USD data to good use before the Sydney session starts. The not so good part is the cleanliness/reliability of the data, of which I've heard by talking to a professional currency trader.
- Dukascopy offers at any point in time a file with the latest 2000 entries (in various units of time) in currency pairs, worldwide stock indices, and some commodities.
- TrueFX had been pointed to me by a professional trader; the data is packaged in files of larger size (~3*10^6 entries) and is truly historical, meaning that the latest data available in May, is from February. Also one needs to register before being allowed to download anything.
Currensee is a social network for currency traders, and here you can check the volatility of various pairs, as well as correlations. Yet another site where one can check various technical indicators, as well as bond yields for various maturities for the major players.
For checking out what's happening on an hourly basis, I like FXStreet, a Portugal based website. DailyFX is quite good too.
For trading the news and checking out the price action on past release dates, this site is very good, except that the information that looked free upon my first visit was no longer accesible upon further visits; instead it was replaced with a request to subscribe to a paid service:(
A few more links, great for picking trading inspiration and how-to's: