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To name but a few, I’d recommend the work and analysis of:

Jack Schwager  – Getting Started in Technical Analysis – This book more than any other turned me into a profitable discretionary currency day trader.
Kevin Davey – As note above, the most comprehensive guide to build algo systems.
Earik Beann – Created Wave 59 platform – unique approaches in the way to think about markets.
Joe Krutsinger – Interviews with successful mechanical traders.
Joe Ross – Options expert.
Linda Bradford Raschke – Swing Break Out Trader.
Cynthia Kase – Oil trader with an oscillator that produces 78% successful entry prediction. (W/out a good exit strategy any system will fail, Kase  created the Dev Stop.
John Ehler – Applying Rocket Science to Trading, eliminating linear relationships for logarithmic ones, cycle theory expert.
Curtis Faith – Former Turtle and S/ware developer of Trading Blox.
Van K. Tharp – Thorough examination of psychology and technical aspects of trading.

 

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