You have not given nearly enough information to give any reliable tips.
Start with a few questions. How often are you targeting trades? Do you anticipate trading thousands of times per day, a few times per day, a few times per week, a few times per month or a few times per year? Know that there are sophisticated algorithmic trading systems in all of those spaces.
Once you know how often you will be trading, you can make more appropriate decisions about execution platforms. What kind of data feeds do you want to use? How will you get the data into your systems, how will you get the outputs out of your system. How will you translate those outputs into orders? Who will take your orders? As an aside, most brokerages will want to know if a computer is making all the trades and will either outright ban fully automated trading or will want a kill switch (see the TSA for your broker of choice).
This leads us to the actual hardest part about automatic trading, operational risk. What are you going to do to prevent your system from making out trades? What is your shut down procedure? How is it triggered? How will you monitor the system? Know that managing automation risk is the last mile of human intervention in the system, and that lots of people have lost a lot of money by not intervening soon enough, or intervening too soon.
You also need to have a target benchmark to compare to. What are you going to benchmark against? How often are you going to evaluate against that benchmark? How long will you allow your system to underperform the benchmark? There are long game algorithmic trading systems that have built into their capital allocation models >10 year underperformance against benchmarks for instance.
Finally, ask yourself, what inefficiency are you taking advantage of, that will allow you to profit from trading? What is it that you bring to the table that isn't already there? Once you honestly assess that, ask why wouldn't that same efficiency be more valuable in some other field that is less crowded because automatic stock trading is a very low percentage game right now.
Start with a few questions. How often are you targeting trades? Do you anticipate trading thousands of times per day, a few times per day, a few times per week, a few times per month or a few times per year? Know that there are sophisticated algorithmic trading systems in all of those spaces.
Once you know how often you will be trading, you can make more appropriate decisions about execution platforms. What kind of data feeds do you want to use? How will you get the data into your systems, how will you get the outputs out of your system. How will you translate those outputs into orders? Who will take your orders? As an aside, most brokerages will want to know if a computer is making all the trades and will either outright ban fully automated trading or will want a kill switch (see the TSA for your broker of choice).
This leads us to the actual hardest part about automatic trading, operational risk. What are you going to do to prevent your system from making out trades? What is your shut down procedure? How is it triggered? How will you monitor the system? Know that managing automation risk is the last mile of human intervention in the system, and that lots of people have lost a lot of money by not intervening soon enough, or intervening too soon.
You also need to have a target benchmark to compare to. What are you going to benchmark against? How often are you going to evaluate against that benchmark? How long will you allow your system to underperform the benchmark? There are long game algorithmic trading systems that have built into their capital allocation models >10 year underperformance against benchmarks for instance.
Finally, ask yourself, what inefficiency are you taking advantage of, that will allow you to profit from trading? What is it that you bring to the table that isn't already there? Once you honestly assess that, ask why wouldn't that same efficiency be more valuable in some other field that is less crowded because automatic stock trading is a very low percentage game right now.