BadRock Capital
Algo Trading
Sign inRegister
Risk

Risk rules: stops, limits, and drawdown control

How to think about position size, stop risk, daily drawdown, and limits before live trading.

Risk starts with position size

Even a good strategy becomes dangerous if position size does not fit the account. Stop risk should be clear in money and percent before launch.

Leverage does not improve a strategy. It increases sensitivity to mistakes, slippage, and sharp market moves.

A stop must exist before entry

Stop logic should be part of the launch. If a strategy enters a position, protection must be placed immediately.

For an algorithmic terminal, both stop placement and later reconciliation of position and protective orders matter.

Daily drawdown protects against error streaks

A series of weak launches can damage the period quickly. A daily drawdown limit helps stop before emotional decisions.

Limits do not block growth; they define the boundaries where the strategy remains manageable.