I'm a (non-finance) software engineer, and just started to get interested in more active stock trading. That quickly lead me here, and it's been interesting thus far. I've spent a lot of time today trying to put my ideas into an algo that, to me, looks pretty good. However, I'm running into more and more difficult problems and I'm wondering if I should even bother continuing.

So my question is, am I on the right track? These performance/ranking metrics are total Greek to me, even after reading up.