Overview of the Backtester Risk package
masterThe Risk package is a component of the GoCryptoTrader Backtester responsible for preventing orders that exceed defined risk thresholds. It acts as a safety layer to ensure that no order is executed if it is deemed too risky based on current parameters.
Currently, risk management is enforced through the following constraints:
- Leverage Limits: Prevents orders from having excessive leverage for an individual order.
- Portfolio Leverage: Ensures the combined leverage of all orders in the portfolio does not exceed allowed limits.
- Currency Concentration: Limits the number of orders allowed for an individual currency.
Note: This package is under active development. You can track planned features and progress on the GoCryptoTrader Kanban board.