Trading styles

Algorithmic trading

Also calledAlgo trading · automated trading

Algorithmic trading is trading in which a computer algorithm automatically determines one or more order parameters, such as whether to place an order, its timing, price, quantity, or management after submission. It can automate a strategy, an execution process, or both, with limited or no human intervention.

What Algorithmic trading means

An algorithm may follow rules based on prices, volumes, indicators, news inputs, or risk limits. For example, it might divide a large order into smaller orders or close a position once a threshold is reached. A chart alert alone is not necessarily algorithmic trading if a human still decides all order parameters and submits the order manually.

Automation can improve consistency and speed, but it can also repeat a flawed rule at scale. Relevant controls include testing, limits on order size and exposure, monitoring, a way to stop the system, and records of system changes. Regulatory definitions can also distinguish algorithmic trading from simple order routing.

A program is instructed to buy 10,000 EUR/USD whenever a specified moving-average condition occurs, but only if the spread is below a set threshold. It automatically chooses whether to send the order and its timing based on those rules. That is algorithmic trading; the rules do not establish that it will be profitable.

Common questions

Is a stop-loss order algorithmic trading?+

Not necessarily. A standard stop-loss instruction by itself may be an order feature. The classification depends on whether a computer algorithm automatically determines order parameters beyond basic routing or post-trade processing.

Does backtesting prove an algorithm will work live?+

No. Backtests rely on historical data and assumptions about costs, fills, and market conditions. Live performance can differ because of slippage, latency, changing liquidity, and model errors.

Go to the original material.

01ESMA: Supervisory Briefing on Algorithmic Trading in the EU02ESMA Q&A: Automated management of orders and algorithmic trading03ESMA MiFID II Article 17: Algorithmic trading