Yep.

This thing of "if the broker, for whatever reason, doesn't execute the trade" is one of main worries with algo trading. It is seems to be something totally out of our control.

I'm still a total beginner with algo trading, so I am not in the position to invest real money, but your experience make me think if it would be not a good idea instead of driving the efforts/money to only one asset to distribute them to several assets. However I don't know how dificult would be to manage all strategies and assets at the same time.