We report on the first Skyrme--Hartree--Fock calculations with the tilted-axis cranking in the context of magnetic rotation. The mean field symmetries, differences between phenomenological and self-consistent methods and the generation of shears-like structures in the mean field are discussed. Significant role of the time-odd spin--spin effective interaction is pointed out. We reproduce the shears mechanism, but quantitative agreement with experiment is rather poor. It may have to do with too large core polarization, lack of pairing correlations or properties of the Skyrme force.