1. I'm confident you can, but it can be a long road of testing & evaluating certain concepts, rules, models, etc.
2. Not yet!
3. I believe that machine learning is def the way to go. These algos are way more objective & sophisticated than simple trading rules (please forget technical analysis).
4. Create a large data set, train a model (I use R), while preventing over-fitting as much as possible by applying techniques like cross-validation or the AIC or BIC criterion and out-of-sample test this in Zorro. Store all results in an organized way.

Bonus tip: there are esp 3 important concepts about machine learning that you need to understand: sample size determination, variable-selection methods (i.e. variable importance) and the bias-variance tradeoff.