Since childhood, I dreamed of being a programmer, namely from the moment when the first computer appeared in our house. Since then, I have regularly participated in programming competitions for children. And now many years have passed and at the moment I have more than 10 years of experience in developing complex systems from scratch. My professional passion has become complex design of various applications. At the same time, in my daily life I was attracted to the idea of algorithmic trading. And at that moment the stars aligned. I was interested in building a system that would search for and find profitable strategies on its own. At that time, developing such a system for algorithmic trading became one of the most interesting and difficult tasks for me. This project was my personal one, so, unfortunately, I filled the cones myself. The process was quite long, but by the end everything in my head lined up into a logical and correct model. Now I want to share my findings and conclusions with the world, so that everyone who wants to build their own algorithmic systems will not be like blind people and waste time creating ineffective systems. I want my readers to adopt my experience and their developments to bring maximum benefit to their creators.