Guide5 min read

Risk controls: the guardrails every automated strategy needs

How to set per-trade, per-session and portfolio-level risk limits that protect your capital from a bad run.

Three levels of control

Good risk architecture has three layers: per-trade limits (how much you lose on one position), session limits (how much you lose in a day), and portfolio limits (how much drawdown you tolerate before stopping entirely).

Set them before you start

Risk controls set after a losing streak are emotional, not rational. Set them during the strategy design phase, when you can think clearly about what you would want to happen in a bad scenario.

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Test them in simulation

Run the strategy through a simulated drawdown to see how the limits interact. Make sure each layer is wide enough to let the strategy breathe, but tight enough to stop real damage.

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My Metric Trade Editorial

Published 22 September 2025

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