I would probably start with the Turtle Rules - an ultra simple system that was used successfully in the olden days, as a good overview of the elements of a successful system.

http://bigpicture.typepad.com/comments/files/turtlerules.pdf

Possibly of interest - http://www.amazon.com/Trading-Systems-That-Work-Evaluating/d...

MetaStock - system backtesting software - http://www.equis.com/