Hello everyone,

As I embark on developing my algorithmic trading bot focused on Nasdaq futures, I often wonder: do trading robots really work? With the increasing interest in algorithmic trading, especially those utilizing order flow and Level 2 data, I’m curious about the experiences of others in this field.

What has been your experience with trading bots? Have you found them to be effective in generating consistent profits? Specifically, I’d like to know if integrating order flow analysis and Level 2 data into a trading strategy has made a significant difference for you.

If you have any success stories or challenges you’ve faced while using trading robots, I’d love to hear them! Your insights will be invaluable as I continue to refine my project.

Thanks for sharing your thoughts!

The strategy logic is rarely the hard part, it's the messy stuff: data feed gaps, slippage that doesn't match backtest assumptions, edge cases around session open/close. I'd stress-test against a few historical flash-crash days before trusting it live. What platform are you building it on?