Risk Controls

Risk controls are enforced by the RiskManager and optional stop-loss rules. They are applied in both backtest and live modes.

Control Diagram

flowchart LR
  A[Strategy Order] --> B[Risk Manager]
  B --> C{Limits OK?}
  C -- Yes --> D[Execution]
  C -- No --> E[Reject Order]

Limit Types

Configured under limits.*:

• Notional limits
• Position limits
• Drawdown limits
• Gross and net exposure
• Leverage
• Sector and industry exposure
• Correlation exposure

Regime-specific limits are supported via limits_by_regime.

Stop-Loss Rules

Configured under:

• stop_loss.*
• trailing_stop.*
• atr_stop.*
• time_stop.*

See guide/risk-management.md for the full key list and examples.