An automated trading system (ATS) is software that handles the full trade lifecycle by rules — deciding, sizing, executing, and exiting — through a broker's API, without a human placing each order. Here's what one is actually made of.

The core parts

A data feed (the live inputs), a signal/decision layer (the rules that decide direction), a risk layer (position sizing, stops, exposure caps), and an execution layer (placing and managing orders). A weak link in any one poisons the whole thing (the pipeline explained).

What makes one good

The difference between a safe ATS and a dangerous one is the risk layer and the fail-safes. A good system has hard limits it can't override, a kill switch, and sane behavior when data goes stale or a connection drops (kill switches, a resilient trading loop).

The signal layer gets all the attention. The risk layer is what keeps you solvent. Judge a system by its guardrails, not its entries.

Non-custodial by design

A well-built ATS runs in your broker account via API keys — it never holds your money. That's the model to insist on (your money, your keys). See also manual vs automated execution and whether you need to code.