Yes, I did... But, I didn't wake up one day with the idea of building killer Wall Street robots, all came together as natural progression:

First I wrote some programs to back test different trading ideas, then I used the best ideas to create sort of stock scanner to give me the best possibilities for a trade, then I wrote an alert system to alert me what to buy, then with the APIs being available from different brokers, I started automating the entries and the last step was to develop sort of monitoring to monitor and exit my trades...

All hosted on few VPS around the world, so I can be truly location independent and I don't have to have internet all the time ...

that's very helpful and practical advice, i am a software engineer, but very interested in quantitative trading. If possible, can we connect by email? I want to ask some suggestion, like how to start in this path, my email is in my profile, thanks!