This document contains a col ection of educational materials related to system trading (a.k.a. algo-trading, auto-trading). This ambitious project is powered up by coensio.com, a free educational online blog, which is ful y dedicated to system trading and supported by a great community of algo-traders, quants and other people interested in trading financial markets. This guide contains the essence of practical trading knowledge which was gathered during the last 10 year period. Moreover, in this guide we almost ful y concentrate on system development using StrategyQuant X platform, which is mostly used by our community members.