"That" (whichever that maybe) program may be a scam, but

"Robots" are not illegal.

As a matter of fact most large financial institutions use "automated trading systems" which trade on various market conditions, stock prices and such. They are "completely" hands off as far as the trade goes.

Imagine algorythms as or more complex than Google's ranking code.

I use something called "MetaStock" by Equis but only end-of-day.

Trading, be it futures, stocks or bonds can be automated as long as the individual does not muck around with the science.

What you call robots, in the industry is called "technical trading", verses the traditional or "fundamental trading".

An excellent resource is "Technical analysis from A to Z" by Steven Achelis.