Bots & autotraders

Automate your edge — without fooling yourself

Automation amplifies whatever you give it, good or bad. We cover how to choose a trading bot, test it honestly, source clean historic data and run it live — written by people who actually do it.

Start automating Data services

The essentials

What you need to get right

Four decisions separate a profitable autotrader from an expensive science project.

Choosing a bot or platform

Off-the-shelf vs. code-it-yourself, MetaTrader vs. NinjaTrader vs. Python — how to match the tool to your strategy, skill and budget instead of the loudest ad.

Back-testing that doesn't lie

Avoiding overfitting, lookahead bias and curve-fit parameters — plus walk-forward testing so your results survive contact with the live market.

Sourcing & importing data

Where to buy reliable tick and bar data, how to clean gaps and timezone drift, and how to import it correctly into your testing environment.

Going live & monitoring

Latency, slippage, kill-switches and risk caps — the operational discipline that keeps an automated account alive when something inevitably breaks.

From idea to automation

The path to a live autotrader

Skip a step and the market will find it for you.

Codify the rules

Turn a discretionary edge into unambiguous logic a machine can execute the same way every time.

Test on clean data

Back- and walk-forward test against quality historic ticks, accounting for spread and slippage.

Paper trade live

Run it on a demo or micro account to expose execution gaps the back-test never showed.

Deploy with guards

Go live with hard risk caps, a kill-switch and monitoring — then scale only on proof.

Historic data services

Where to get data you can trust

Your back-test is only as honest as the ticks behind it. A quick comparison of services we use and recommend.

Comparison of historic market data providers by asset coverage, granularity, history depth, export format and best use
Data service	Coverage	Granularity	History	Export	Best for
DDatabento	US equities, futures, options	Tick / MBO	2018+	API / CSV	Quants needing clean L2/L3
PPolygon.io	US stocks, options, FX, crypto	1s / 1m / tick	2003+	API / Flat files	Builders on a budget
FDFirstRate Data	Stocks, ETFs, futures, crypto	1m / tick	2000+	CSV download	One-off back-test datasets
KKibot	US stocks, futures, forex	1m / tick	1998+	CSV download	Deep intraday history

Verify current coverage, pricing and licensing directly with each provider before relying on any data source for live trading.

Before you automate

A pre-flight checklist for any bot

Run through this before a single live order. If you can't tick all six, you're not ready to risk capital.

Rules are fully specified — no discretionary "I'll know it when I see it."
Tested on clean data with realistic spread, commission and slippage.
Walk-forward results hold up out of sample, not just in it.
Hard daily loss limit and a manual kill-switch are wired in.
You've paper-traded it live and reconciled fills against the back-test.
Monitoring and alerts will tell you the moment it misbehaves.

autotrader · status

Live

Uptime (30d)99.4%

Avg fill latency42 ms

Daily loss capArmed

Kill-switchReady