>>109150551. find a trading strategy, probably start with a trend-following strategy for simplicity.
2. model the strategy in python/mql/whatever language/platform. I use a back-testing and execution framework I have written in Python, leaning heavily on the code here:
https://www.quantstart.com/articles/Event-Driven-Backtesting-with-Python-Part-I3. backtest and refine the strategy. Run the strategy live once you are happy with it.
4. Once you have one serviceable strategy, start working on a second that is uncorrelated to the first. E.g if your first strategy model is trend-following, maybe look at a mean reversion or order-flow model next, as a complement to your exist portfolio of strategies.
5. Incorporate smart risk managemetn into your systems. Google "kelly criterion" to get started.
6. continually refine and improve your systems and strategies over time. never give up! its a marathon, not a sprint. It will likely take you years to become consistently profitable
