I found this article to be a very interesting read. It details a guy’s efforts to produce software to trade profitably. While he wrote a scalping system for the futures markets many of the principles he discusses can be applied to forex trading software as well as a completely different strategy. What impressed me was his diligence and the amount of effort he put into it - six months including time to learn to program. He also talks about manually trading to devise his strategy and back testing to train and continually revise it. The coding effort isn’t nearly as important as his attention to detail and verification IMO.
I hope this might give newcomers and perhaps some old hands as well an insight into how to go about devising a successful trading system.
How I made $500k with machine learning and HFT (high frequency trading) | Jesse Spaulding