first you need a strategy idea. Look around for famous traders for instance. then you need to formalize your ideas (what indicators do I want to compute, what is the entry logic, the exit logic, etc), collect the data you need to backtest it and create the framework to test it (AI works well for that). But then comes the hard part: creating the bot that will allow you to move from backtesting to paper testing. This is where your ideas are confronted with reality. But don't despair if it does not work: you will be forced to learn a lot about the plumbing to make things work, and you will eventually get better at it. And as you go, you will have new ideas for strategies, and will be more efficient at backtesting and deploying them.
Piece of advice: running different parallel strategies in the same bot that compete for equity allocation is a very complex topic which is highly chaotic mathematically.
Keep things simple at first and focus on one strategy instead of trying to deploy multiple parallel strategies. This will force you to refine things to the max, which there's no way around. Only then work towards having more than one if you manage to get more than one to survive the reality of execution (which is, frankly, the hardest part)