"This aspect, the platform itself, seems to be often overlooked in most discussions. Many conversations revolve around strategies (mean reversion, trend following, linear regression, etc.), and backtesting, without fully addressing the practical mechanics or logistics of strategy implementation, particularly in the context of live, intraday trading."
I'm glad you had fun, OP, but also I think I can shed some light on why most people discuss strategy.
Trading is a perfect storm of ridiculously high tech, ridiculously complicated, ridiculously regulated (Not over-regulated, mind you, this isn't a value judgement. But the amount of regulation is extremely high.), and ridiculously competitive.
But that said, it's the last bit that drives it all. Since it's so competitive, even though building an order entry system, and a risk system, and a position-tracking system, etc is a huge accomplishment (again, congrats OP!), it's table-stakes to even dip your toes in the pool here. Trading shops can attract top talent and robust, bespoke trading systems are basically cost of entry.
So people talk about strategy because everyone already has the table-stakes stuff and are now trying to make money with it.
It doesn't help, too, that lots of market participants aren't even playing the same game. In HFT, we operated on trades with alphas that lasted a few seconds, where races to entry/exit were battled in shaving nanoseconds off FPGAs being able to shoot out orders and microseconds off wireless networks flying market data around new jersey. Meanwhile, banks are more concerned with elections and geopolitics than they are about the weather in Carteret. (Rain = no microwave network for the day). And then there's a million strategies in the middle with alphas that last from hours to weeks.
So it makes it really hard to even speak the same language to each other when talking in common forums.
It's a fun world. I miss it sometimes.