Skip to content

RiskConfig

`RiskConfig`

The risk guardrails declared on your StrategyDefinition. The engine enforces them on every order: maxRiskPercentPerTrade caps per-trade exposure, maxOpenPositions limits concurrency, maxDailyLossPercent halts trading after a daily drawdown, and the optional maxConsecutiveRejects stops the bot after repeated broker rejections.

Signature

export interface RiskConfig {
  maxRiskPercentPerTrade: number;
  maxOpenPositions: number;
  maxDailyLossPercent: number;
  maxConsecutiveRejects?: number;
}

Example

import { defineStrategy } from '@nexpips/sdk-trading';

/**
 * Acheter au marché si on est flat, avec un stop-loss à 20 pips.
 *
 * Pattern : entrée propre — vérifier `hasPendingOrder` ET `isFlat`
 * pour éviter d'envoyer un ordre alors qu'un précédent est encore
 * en attente de confirmation broker.
 */
export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'H1',
  risk: {
    maxRiskPercentPerTrade: 1,
    maxOpenPositions: 1,
    maxDailyLossPercent: 5,
  },
  setup: () => ({
    onBar(ctx) {
      if (!ctx.position.isFlat) return;
      if (ctx.position.hasPendingOrder) return;

      ctx.order.marketBuy({
        riskPercent: 1,
        stopLoss: { type: 'pips', value: 20 },
        takeProfit: { type: 'rr', value: 2 },
      });
    },
  }),
});

Declare risk limits enforced by the engine.

See also

StrategyDefinition