Hi Volkan,
happy New year to you also. What you should be concerned about is which MT4 broker in your country allows you to trade Turkey stocks on meta trader platform since the algo will be on MT4/5 platform. You have key dependencies to make it work-
1. Stock data from MT4 so you can backtest the strategy
2. broker being able to offer them on meta trader platform. usually these are CFDs
as long as you have a broker who offers them to trade them on Metatradwr platform, you should be fine
hope this helps
Nitin