Risk architecture

The right decision can be no trade.

A multi-broker, multi-asset system needs explicit limits across account balance, instrument eligibility, drawdown, exposure, order sizing and venue state. The interface must not claim these checks passed merely because a chart moved.

RISK CONTROLS ARE NOT DECORATIVE

01Market admission

Start with trustworthy market data.

Stale prices, uncertified sources and ambiguous instruments prevent a safe risk calculation.

Validate canonical symbol, provider and market session.
Require price age and spread tolerances appropriate to the instrument.
Reject unresolvable stop distances or unsupported contract sizes.

02Account admission

Every connected account must qualify separately.

A user can have several brokers, but a shared instrument must not silently generate duplicate orders or multiply planned total risk.

Identify the explicitly selected account and matching venue.
Respect equity, free margin, leverage, position limits and daily loss controls.
An unknown balance or ambiguous destination is an execution block.

03Execution evidence

Confirm what actually happened.

A submitted request, accepted order, partial fill, stop move and closed position are distinct events. Failures and broker disconnects require explicit recovery behavior.

Treat kill-switch and user permissions as server-enforced gates.
Record fees, partial exits, rejected orders and breakeven confirmations.
Reconcile any broker response before presenting a realized return.

Disclosure. Loss of capital is possible. SignalRankAI is research and workflow software, not an assurance of profitable trading. Do not commit live capital on unverified signals or broker integrations.

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