No hesitation
It takes the entry your rules call for, and the stop-loss too, without fear, hope or second thoughts.
What an algo does better than a person
On time
Orders go out as soon as a rule is met. Every leg of a multi-leg position is sent together, not one by one.
Every day the same
The same rules run on busy days, slow days and the days you are travelling or at work.
Watches it all
Prices, levels and time limits are checked all session long, across every strike and index your rules use.
Tested first
Rules a computer follows can be replayed over years of past market data before any money is at risk. A gut feeling cannot.
A record of everything
Every order and every exit is logged with the rule that caused it, so you can see exactly what happened and why.
Manual mistakes it takes away
- Entering late because you were away from the screen
- Moving or skipping a stop-loss in the hope the price comes back
- Taking an extra trade after a loss to win it back
- Exiting a trade early out of nervousness
- Forgetting to exit before your cut-off time
- Wrong strikes or quantities typed in a fast market
What an algo cannot do
- Turn a losing strategy into a winning one
- Remove the risk of loss: losing days still happen
- Promise any returns
- Run with nobody looking after it: brokers, exchanges and markets change
- Prevent every technical problem, such as a broker outage
Which service fits you
Strategy automation
You know your entries, exits and stop-losses. We write them down exactly, test them and automate them on your broker account.
How automation worksStrategy development
You want to trade with an algo but do not have a strategy yet. We develop one with you from your idea, testing every version on historical data. You choose the rules.
How development worksHave a strategy, or an idea?
Tell us about it on WhatsApp. A few lines are enough to start.
WhatsApp +91 79720 96337Trading in derivatives involves risk of loss. Backtested or past results do not guarantee future returns. Tickwork does not give investment advice.