u/Plastic-Bus-7003

Hi all,

Recently started to learn about trading to start my own algo-trading project - started by learning some theoreticals of pricing and asset classes, types of backtesting etc.

I think my next move is starting to search for signals to indicate strategies - but this is where I feel a bit out of my depth, how does one even go about researching signals? Is it mostly feature engineering over different moving averages and having a good predictive model that uses them correctly? building the search space of the model based on whatever features come to mind?

Would love to hear the thoughts of wiser men/women