The first decision you must make when building your trading system is what bag of securities you would like to monitor, study, and ultimately trade. This is a very important decision and not necessarily an easy one. Will you be tracking the Nasdaq 100, the Dow 30, the E-Mini, S&P Futures, Microsoft Options? The choice is up to you. If you haven't made this decision yet, then maybe you have some more research to do before proceeding. In our example, we'll track the Nasdaq 100.
For a list of the Nasdaq 100 stocks, click here. Save this list into a text file. Then, within Investor/RT, choose "File: Import" (or Alt-I). Choose "Ticker Symbols" as the "Import Type", and "ASCII Text File" as the "File Format". Then click the "Import" button. Choose your saved Nasdaq text file from the location to which you saved it, and then click "Open". You will be asked for a name for your new quotepage, which we'll call "Nasdaq 100". The result should be a quotepage containing the Nasdaq 100.
Our next step is to decide which timeframe(s) you will be using to study our bag of securities. Will we be simply doing end-of-day analysis on Daily data, or will we be keeping a closer eye on intraday movements with 1-minute or 3-minute bars, or maybe something in between, or even a combination of both.
For our example, we will choose to analyze the Nasdaq 100 stocks on an intraday basis using both 1-minute and 3-minute charts. Therefore, we will want to setup all our Nasdaq stocks for Intraday monitoring. We can do this by simply click on the "Mark for Intraday" 
button on the quotepage toolbar. You should then be asked if you are sure you want to mark all 100 instruments for Intraday data collection. You should click on the button entitled "Mark All".
Now, you are probably going to want to go ahead and load Investor/RT up with at least a couple days of intraday data on your list of symbols. There are a few ways to do this, but I prefer to use a slide show method in which I have automatic downloading turned on. I essence, we first turn on the "Automatic Download" feature in Investor/RT which tell Investor/RT to automatically download data into charts whenever it detects gaps in the visible area of charts. Then, we will open a chart which displays the last two trading days. Then we will start a slideshow on our quotepage and allow it to automatically download data for each symbol. This method will also allow us to verify that the data is there. Let's begin.
First, in the main toolbar, go to "Setup Prefs: General". Change the "Chart SlideShow Pause" to 8 seconds. This will cause each symbol to stay in our chart for 8 seconds during the slideshow. Also, make sure "Continuous Slide Show" is checked. This way, the slideshow will start back over at the top after finishing the list, in order that we can verify our data is there. Now Click "OK". Also, go to "Setup Prefs: Charts: General" and check the "Automatically download historical data" checkbox. This will cause data to be automatically downloaded into charts to fill in gaps.
Now, back to our "Nasdaq 100" quotepage. Double-click on the topmost ticker symbol in the quotepage to bring up a traditional chart on that ticker. Let's change the chart to a 1-minute chart by right-clicking (cmd-click on Mac) on the chart and choosing "Periodicity". And then choosing "1-minute". You will now want to make sure that you can view the latest trading day, as well as some part of the previous trading day. This will ensure that 2 days of data will be downloaded for each ticker. If you can only see one day, hit the up arrow on your keyboard a few times to tighten up the chart, or expand the chart width in order to show the previous day. Your resulting chart should look something like this.
Now, click back on your quotepage, and then click the SlideShow 
button in the quotepage toolbar. The SlideShow Toolbar 
should then appear. Click the green right arrow to begin the slideshow. Now just sit back and watch as each the Investor/RT downloads two days of 1-minute bars for all 100 symbols in your Nasdaq 100 list. You may want to go through the slideshow twice to verify that you have data on all 100. After you have downloaded data, Investor/RT should be colleting intraday data in the future. The only reason you may want to repeat this procedure is if for any reason you missed a period of data due to the program being shut down, the data feed being inactive, or the data service being down.
Now, it's time for another important decision. What is your system going to look for? What kinds of patterns in the data would you like to be alerted on? What indicators will you use in your analysis? What periodicity of data will you analyze?
For our example, we are going to use the 1-minute stochastics as well as the 3-minute moving average crosses.