Start getting some data in front of your face and start looking at it.

Really look at it... pore over it... think it... be it... once you start dreaming about price and volume data, you'll know you're on the right track...

...until you think you might notice an edge or something somewhere... then write unit tests to see if that hunch about the pattern your monkey brain thinks it saw is actually consistently profitable.

Then you do all of the real work that is implementing the actual trade execution engine. (Yes, I just yada yada'd over months of work)

That's how I went about it at least and it's working out great so far!

Good luck!

What language or frameworks do you use for that? Metatrader or things like that?

Also well worth look at Robert Carver's material, ex HF guy:

https://qoppac.blogspot.com/p/about-me.html

A google will turn up plenty of videos and interviews too.

Get your bot working first in your preferred language, mine is python. Then look at some of the libraries available. Ta-lib is a good one to start out with. Then combine the two, your bot and your code for trading with ta-lib.