I think there are two kinds of systems: discretionary and mechanical. Which kind of animal are you? I am mechanical, so my comments come from that perspective. Look around on Amazon for books about trading systems. Read some books, maybe peruse the descriptions of the successful systems on collective2.com. Choose some systems that seem in line with your personality and style. BACKTEST THEM. You can start with one system, but eventually, try to find 2 or 3 that are not too correlated with one another. As you are backtesting, take note of the drawdowns and think about whether they are all right with you. Also notice the lengths of losing streaks and consider whether they are palatable for you. Based on backtesting, decide on some trading rules for your system. Not too many rules; you should be able to completely describe your system in two to four sentences. Now, since you made the rules and have some confidence in them because you know how they test, FOLLOW THEM. Choose a time period over which you will continue to follow the system slavishly through thick and thin. It could be a week, a month, six months, or whatever you think is going to be enough to show you whether it works or not, whether you like it or not. During this testing and rule following period, start small, so small that you absolutely cannot blow up. Increase slowly and gradually. Trade at such a level that if you have an exceptionally bad day or week or month (whatever your favorite time frame is), you will not be afraid to come back and risk the same percentage of your account on the next day or week or month. Keep a written record of wins and losses. Review your errors, your failures to follow the rules, etc. Consider some tweaks as you go along, but do not actually make any of them until you reach the end of your pre-specified time period and can review all your data together. My parents were strict disciplinarians with a militaristic approach. To them, everything was black or white, right or wrong. None of what they said was to be questioned. So if I did not want to be screamed at, threatened or struck, I had to follow the rules, no matter how crazy they seemed to me. I am definitely not praising this method of parenting. But I do see that it is the reason I can follow a set of rules till hell freezes over, without re-questioning them everytime I have a down day. There are very few situations in life where that kind of behaviour is intelligent or desirable, so most people never get any practice at it.
Personally I trade trend following over the longer term (months) and pullbacks over the shorter term (days). Considering adding some intra-day trades to this.