You'll have to start the other way around: start testing ideas using the back data and in the end you'll have not only the test to prove the theory, but the al

You'll have to start the other way around: start testing ideas using the back data and in the end you'll have not only the test to prove the theory, but the algo written as well... The automation after that is easy, the current data is not a problem either, you can get it trough the API from your discount broker, here are the docs for Interactive Brokers for example: https://www.interactivebrokers.com/en/index.php?f=5041 https://www.interactivebrokers.com/en/index.php?f=5041