The Risk Engine is an independent, deterministic gate sitting between signal generation and execution. No language model may bypass it, and no order reaches a broker without policy validation.
These controls are deterministic code, not model instructions. Each rejection is recorded as an immutable audit event with a reason code you can query later.
Caps risk on a single position as a proportion of account equity.
Rejects new intents beyond the configured concurrent position count.
Stops the day's trading once realised loss breaches the daily cap.
Blocks new risk once peak-to-trough drawdown reaches the limit.
Caps aggregate gross and net exposure across the whole account.
Detects positions that move as one instrument and caps stacked risk.
Rejects when the price reference is older than the freshness policy.
Halts all new orders immediately across every account and strategy.
Idempotency keys, client order IDs, duplicate detection and broker acknowledgement tracking. After a timeout the engine queries broker state before acting — it never assumes the order failed.
Each connector maps the canonical order and position model onto provider-specific APIs and declared capabilities. Credentials are encrypted at rest, scoped per account and per environment, and never exposed to the browser.
Indicators, expert advisors and automated execution with full order state tracking, trade-only credentials and IP restrictions where the broker supports them.
Indicators, cBots and execution bridging with idempotency keys, duplicate detection and broker acknowledgement tracking on every submission.
Venue connectivity for crypto and listed derivatives with genuine venue volume, order-book metrics and separate keys per environment.
Activation requires an explicit action from you and a visible risk profile. Nothing is enabled on your behalf, and no default configuration ever ships with live execution armed.
A platform that arms automated execution by default is a platform that will eventually place an order nobody asked for. We would rather you turn it on deliberately.
Emergency stop prevents new orders immediately and unconditionally. Forced liquidation of existing positions is deliberately not part of that action, because closing a position at market is itself a risk decision that deserves its own control and confirmation.
Paper trading uses the same signal, risk and execution interfaces as live trading, with a simulated broker adapter. Business logic is never forked between paper and live — a divergence there is how a strategy surprises you in production.
| Backtest records | Purpose |
|---|---|
| Data source + version | Reproducibility |
| Timeframe + session window | No look-ahead |
| Fees, spread, slippage | Realistic fills |
| Latency assumptions | Execution realism |
| Strategy version + params | Exact code traceability |
| Corporate action handling | Correct adjusted series |
Configure your risk profile, run the paper path, inspect the reason codes, then — and only then — consider live execution.