There was one case when I changed the algorithm, which consisted in the unexpected exit of the robot out of control and uncontrolled production of transactions, i.e. looping. In a few minutes, while I was not at the workplace, the robot made 100 transactions, which was equivalent to 4,100 rubles of broker commission for me! It is good that the timer of the frequency of transactions was at an interval of 5 seconds, otherwise the number of transactions could have been much larger. We make deals more often – more commission.
Of course, the development of robots requires some investments for testing in combat conditions, otherwise it cannot be guaranteed to work.
Such a case did not happen again, but some tension still remained. I did not understand then what caused the failure: the ATF engine itself was looping or a failure on my computer.
This was the so-called technical risk. In fact, more attention should be paid to the risk of the suitability of the robot concept itself for solving your tasks. I.e., is the algorithm being developed suitable for trading on this particular instrument, for this volatility. Only practice and additional programming of clarifying algorithm scenarios will help.