Algorithmic trading has moved from Wall Street basements to retail screens, promising efficiency and automation. But beneath the slick interfaces lie hidden dangers: overfitting, liquidity traps, and the illusion of control. In The Algorithmic Trading Bible, Grace Lin Mercer strips away the marketing to deliver a grounded, rigorous tour of how AI and automated systems actually function in today's markets. You will learn the anatomy of a trading signal — from moving averages to machine learning features — and how to assemble those signals into robust, risk-aware systems. This book does not promise wealth; it promises understanding. With clear explanations, real-world examples, and constant reminders of what can go wrong, Mercer equips you to evaluate strategies critically, avoid common pitfalls, and navigate the ecosystem of brokers, data providers, and bot platforms. Whether you are a curious programmer, an investor wanting to automate your process, or a student of modern finance, this Bible will be your essential reference. Part of The AI Trading Library.