Trading involves risk
Past and backtested performance
Backtested, simulated and historical performance shown on MyAlgoAgent™ does not guarantee future results. Backtests rely on modeled assumptions (fees, slippage, fills) that may differ from actual market conditions. Forward-testing results reflect simulated orders, not real execution.
Forward-test results are hypothetical
Forward testing applies your rules to new market data as it arrives and records the trades they would have taken. No orders are placed and no money is involved. Its results are hypothetical: fills are modelled at candle prices with your fee and slippage assumptions, checked about every 5 minutes during market hours rather than tick by tick, and don't reflect liquidity, order-book depth, rejected orders or the effect of your own orders on the market. A strategy that does well in a forward test can still lose money when traded live.
Live orders
Live orders are real orders on your own broker account and can lose money. Market orders fill at whatever price is available; limit orders may not fill at all; stop orders can slip past their trigger in fast markets or gaps. Our checks (kill switch, per-order and daily limits, duplicate protection) reduce mistakes but can't prevent losses, and they depend on your broker and our systems being reachable. Your broker's records are the final word on what was ordered and filled — check them, and keep your broker's app available to act directly if needed.
A strategy you take live runs on MyAlgoAgent and sends real orders to your broker automatically whenever its rules trigger — you won't be asked to confirm each one. It checks your rules about once a minute during market hours — not on every price tick — so an order, a stop-loss or a square-off can be up to a minute late and is sent at the market price at that moment, not at the exact candle price your backtest or forward test used; it can miss or delay a signal if your broker session has expired, our systems or your broker are unavailable, or the kill switch is on, and it pauses itself if your broker rejects an order. A live strategy's order size comes from the capital you set, and its position is re-read from your broker's order records before each check. Stopping a live strategy doesn't close an open position — use Exit now, or your broker's app.
Intraday strategies trade on margin: your broker lends buying power, and MyAlgoAgent sizes an intraday live strategy's orders on up to 5 times the capital you set. Borrowed buying power magnifies losses as well as gains — a loss can be larger than the capital you set — and your broker decides the margin it actually requires and can refuse an order it can't cover.
Sizing by risk per trade works out how many shares to buy so that being stopped out would cost the percentage of capital you chose. A stop-loss is an ordinary order: in a fast or gapping market it can fill at a worse price, or the stock can be halted, so the loss can be larger than the percentage you chose. Risking a larger percentage, or using a very wide stop, multiplies the loss on each trade.
A weekly strategy acts only once a week: its rules are judged after the week's last session, and an order goes out at the next Monday's open. Prices can move a long way over a weekend or between Friday's close and Monday's open, so the fill can be far from the price that triggered it, and a stop-loss set on a weekly strategy can be crossed by a wide margin before the next opportunity to act. Backtests and forward tests model the fill at the next open and a stop at its exact level, which real orders may not match.
The workspace builds a trading system in three layers: blocks (single market components such as a break of structure or a fair value gap), concepts (blocks combined into a bullish or bearish setup) and trading systems (concepts plus your instrument, sessions, capital, sizing, risk, conflict and reversal rules). Combining components makes a system more selective, not safer: each connection (such as a sequence, a confirmation or a veto) is a precise rule about candles that have already closed, and a combination that looks sensible can still trade rarely, trade at the wrong moments, or fit past prices by accident. Smart-money components (break of structure, fair value gap, order block, liquidity sweep) are mechanical readings of price, and traders define them differently; yours behave exactly as the settings you chose, not as any other trader's definition. A system that goes both long and short, reverses positions, or uses leverage can lose more, faster. Backtests and forward tests of a trading system are hypothetical, and a published version trades exactly what was published, including its mistakes.
A multi-level entry plan buys a position in parts, often as price falls. Buying more of a falling stock lowers your average price but puts more money into a position that is losing, and if the price keeps falling the loss is larger than with a single entry. Each further entry is an ordinary order placed when price reaches its level; in a fast or gapping market it can fill at a worse price, and a level may not fill at all. A maximum holding period closes the position at the next open, whatever the price. Swing positions are held overnight, for days to weeks, so they carry overnight and event risk (results, news, gaps) that intraday positions avoid. Backtests and forward tests model each level at its exact price, which real fills may not match.
Staged targets (Target 1–3) sell part of your position at each target and then protect the rest with a stop at the locked level. That stop is an ordinary order: in a fast or gapping market it can fill at a worse price than the locked level, and a sale at a target can also fill away from the target price. Selling in parts reduces the profit on the shares you sold early if price keeps rising, and nothing about staged targets assures a profit. Backtests and forward tests model the sales and the lock at the exact prices, which real fills may not match.
A multi-leg options position is sent as separate orders, one leg at a time (buy legs first). Legs can fill at different moments and prices, and one can be rejected — for example for margin — after others have filled, leaving you with a position you didn't intend. If that happens we cancel the legs still open and show you the ones that filled; we don't close them for you. Margin for sold options is decided by your broker, not by us.
No investment advice
MyAlgoAgent provides software tools for building, testing and operating trading strategies. Nothing on this platform constitutes personalized investment advice, a recommendation to buy or sell any security, or a guarantee of profit. AI-generated content is informational only.
Your in-app agent is an AI assistant: it explains the platform and trading concepts and can draft strategy rules for you to review, test and decide on yourself. It does not tell you what to buy or sell, does not predict prices or returns, never acts without your confirmation, and — like any AI — can be wrong. Always review what it drafts before using it.
Regulatory status
Technology risk
Software, network, broker-API and market-data outages can affect strategy execution. While the platform includes risk controls and safe-failure behavior, no system can eliminate technology risk entirely.
Broker connections depend on your broker's API: sessions expire every day, and a broker can change, limit or withdraw its API without notice, which can interrupt a connection until you log in again or reconnect.
Voice input is converted to text by speech recognition, which can mishear words, numbers or stock names. Always check what your agent prepared in the review window before confirming it.
Options
Options are complex and can lose value quickly; buyers can lose the entire premium paid, and sellers can face losses far larger than the premium received — in some positions, unlimited. SEBI's studies found that 9 out of 10 individual traders in equity futures and options incurred net losses. Trading options costs money in brokerage, taxes and the bid–ask spread, and on expiry day prices can move sharply in minutes.
Where live option prices aren't available, the Options Lab's premiums, payoffs and Greeks are model estimates (Black–Scholes) that can differ materially from real prices. Where they are, the chain's prices, IV and Greeks come from the data feed and can be delayed or stale.
Options backtests and options forward tests are hypothetical. Backtests replay real historical option prices minute by minute, but fills are modelled at candle prices with your brokerage and slippage assumptions, P&L is shown at today's lot size, days without a price for every leg are skipped, and a stop-loss or target on the whole position is checked on each minute's closing prices — real fills, liquidity and slippage around expiry can be much worse. Forward tests apply the same rules to live prices, checked about every 5 minutes during market hours; no orders are placed and no money is involved.
Demos and illustrations
The strategy builder's demo runs your rules on a short, recent window of data only. Where a replay is labelled an illustration, the price path after the entry is made up to show how your take-profit, stop-loss or trailing stop would behave — it is not a prediction and did not happen. Neither is a substitute for a full backtest, forward testing and your own judgement.
Your responsibility
You are responsible for the strategies you create or enable, the risk limits you configure, and the decision to trade with real capital. Review this disclosure and our Terms before using live trading features.