The easiest way of explaining the process is, find out what works for you, firstly timeframe, day in day out, how much time do you have, can you sit on a screen all day or not? Also how long do you want a trade to last? I think once you find that number, you know the rough area you are looking at, especially if you are working with multiple time frame analysis.
Once the timeframe has been worked out, spend some time looking at charts, try and see the way the price moves. Once you have an idea of this, you can go one of a million ways, and you will probably try 50 before you find one that works. I would then start doing some research into strategies in that time frame, get an idea of the sort of things you should be considering. From there, it is purely trial and error. I would suggest once you find a strategy you think will work, or that resonates with you. Try the 30 trade trail period, Trade that system on a demo account for 30 trades, and stick to it!!
If it works, congrats, you have created a system.