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A Forex robot is a piece of automated Forex trading software that automates trading decisions. The most popular robots for retail traders are built around the Meta trader platform. These robots run on meta trader as "expert advisers" and they can do anything from giving you a signal to place a trade, to placing and managing the trade for you automatically.
If you have a Forex strategy that is strictly mechanical and doesn't require a human in the decision making process, you can program your own Forex robot to trade for you 24 hours a day.