1) By hand - This is the 'old way'. You know a well defined trading system by your own experience or a trading forum for example. So lots of them are available for free. You open an editor and code. So programming skills are necessary. There are a lot of pitfalls within this process. I will write more about after experiencing it :-).
2) By genetic programming - This is often a third party software and not included in most trading platforms. The computer develops a trading system according to your criteria. The system is executed in your trading platform. I will use genetic programming from the start. Soon I will talk more about that.