Maybe I misunderstood your question. Do you mean what is a good number of trades in a backtesting to determine if your results are statistical significant? Well, there are tests you can do for that, like t-test on your distribution of returns. This book covers this topic and it has also sample code (in Matlab) :
https://www.amazon.com/dp/B00CY5HC0U/ref=dp-kindle-redirect?_encoding=UTF8&btkr=1
hi. try Ernie Chan's books and blog. His second book (Algorithmic Trading) is exactly about trading strategies. Don't know about creating your own one though. But worth looking at anyway. He also writes a lot about backtesting your strategies.
The book I'm talking about: https://www.amazon.com/gp/product/B00CY5HC0U/
his blog: https://www.epchan.com/
His other (first) book on Quantitative Trading: https://www.amazon.com/Quantitative-Trading-Build-Algorithmic-Business-ebook/dp/B001FA0GGC/
Also this book and the others from the same author (a physicist like me) has many code examples (that you can dowload from his website) in MatLab. https://www.amazon.com/dp/B00CY5HC0U/ref=dp-kindle-redirect?_encoding=UTF8&btkr=1