I'm just starting out, but I will recommend, if you are completely new and unfamiliar, "Inside the Black Box." Assuming the contents are correct, it really helps lay out the land for me.
Good book on basic backtesting and walk-forward analysis: For ideas on indicator setups/entries/exits, try searching for PDFs of Omega Research Strategy Testing and Development. Lots of good ideas in those.
Almost everything you need to know about developing systems, backtesting and the pitfalls of the process that can potentially save you a lot of time and money can be found in this 'no hype' online book http://bit.ly/1MJNa3Y
None, but if you must, Playboy. Then put 2 exp. moving averages on all your charts/timeframes, rec: 15x30. Read nothing trading related, talk to no traders, just quietly buy/sell when 15 crosses above/below 30. Use no leverage, none, nada, zilch, dig? With 20k start laff all the way to exotic beaches the rest of your life. Within a year, if your wife tells you she's leaving you, smile and ask, "how soon can you leave?"
%% Sounds helpful ,2tweets; i checked out the table of Contents in that book. PS ;if 95%+/ of the money that has been made in the markets, past 200 years + has been made with 200 day moving average,or more than 200 day moving average, make sure you study all data + 200 dma, also. ....... Sure,markets are subject to change; 200 day moving average changes, 2...... MODERN TRADER magazine has had a 5 or 7+/ page debate on HFT; good read