Automated execution:Set it but don't forget it

摘要

Some trading systems may not work in the time it takes to execute trades manually and system designers may wonder why actual performance does not match their testing results. The problem may not be with the strategy, they simply may have designed/ optimized a strategy too complex and fast to execute without greater automation. At that point they can scrap their system or go all in by automating their trade execution. The key is first to create a solid design that anticipates potential issues or problems and then to create a testing plan that covers anything you can anticipate.