If you want to just have a play around with some algos check out https://www.quantopian.com/
They have contests, their own api and also free backtesting.
You can use this to test your own trading strats while/if you are making your own platform from scratch.
Cons are you obviously have to use their api but great way to get started
(Note I am not affiliated with them, just passing on something i found fun and useful)
