I think it can be good to match all of them in a single programming tag, as this site is looking to be dedicated to the "mathematical" or "theoretical" part of our jobs.
However, I believe it wouldn't be a good idea to make a difference between R, MATLAB and the other languages. My main argument is that many people will argue that they are using C# or F# to implement their models (even to test them) and that it is no different in the end than statistical languages. And I would agree with them. Anyway we'd end up having simple R or MATLAB questions.
So, I think your idea is great, let's have a "programming" tag, and let's define together what's on topic for this section.
- No "best techonlogy for that?"
- No trivial questions like "how do I get the SD of a portfolio in R"
- Questions on very specific problems in quantitative algorithms (mainly understanding issues) are welcome
- Question on behaviors of some programming language during an algorithm (efficiency, convergence time, ...) are welcome.