Click on the New button and choose Strategy from the drop-down menu.
Give it a name, and add a comment if required. The comment is just for your reference. It could for example contain a short description of what the strategy does. After you click on the Create button, your workspace will look like this:
We recommend you watch the video tutorial first. It starts with the creation of a simple EA based on moving average crossover and goes on to address a number of common issues.