it may be subjective what qualifies as 'more human traders'. it may be that nk225 futures have comparatively more human traders. only exchanges will have data on this
thou I can tell you for sure that there are lots of algos on index futures, & for nk225. I scalped this for intermarket arbitrage around 2010 when algos were ramping up their presence. the intermarket arb edge even then, was already algo dominated. that was 8 years ago. products like nk225, on which etfs are based, will also tend to have automated trading programs working to keep prices in line
the longer your timeframe, the less you need to worry about algos. hft algos' edge largely exist on the ultra-short timeframe, where they can 'jump queue' ahead of your orders, & conduct arb on short term inefficiencies across exchanges