I will recommend you before you start jumping and programming to decide what are the strategies that you like. Define what kind of trading style you like if you want do Momentum, or Weekly or Monthly, If you want to do Fundamental Analysis or Technical analysis or both. I have been doing this for short period of time however I have done lots of good progress just by following my own rules and having an strategy in mind. There is an ocean of information and tons of debates of Value investing vs tranding investiment. You need to figure out first what kind of inventor you are if you can see your capital drop -20~-30 percent and how you will react in a bear market. Quantopian is an amazing tool you can backtest your strategies however you never are going to know how the market is going to behave.
In summary my main point to you is to define what type of Investor you are (growth, aggressive, moderate) that will tell you what kind of strategies you need to look and second follow what Warren Buffets said First rule of investing don't loose money and Second rule see the first one. What does he means is that try to reduce your risk to the max. Look to the Risk factors in your backtest and the Max Draw Down so with that in mind you can tune your algo.
And read any material that you can find always remember “Risk comes from not knowing what you’re doing.”
Peace Love & Gains