12 layers of capital protection.

Every trade is sized relative to current account equity, not the initial deposit. The system calculates the maximum allowable lot size based on the distance to the protective stop, the current equity balance, and the tier-specific risk-per-trade percentage (typically 0.5-1.5% of equity). As equity grows, position sizes scale proportionally. As equity declines, sizes contract automatically, creating a natural deceleration effect during drawdown periods. This prevents the compounding of losses that destroys accounts using fixed lot sizing.

A separate daily loss limit operates independently of the catastrophic breaker. If realized plus unrealized losses for the current trading day exceed the daily threshold (typically 2-3% of starting daily equity), all positions are closed and no new trades are permitted until the next trading day. This prevents a single bad day from consuming a disproportionate share of the monthly risk budget. The daily limit resets at 00:00 server time.

The total number of simultaneously open positions is capped based on the account tier. Entry-tier accounts are limited to 3 concurrent positions. Professional tiers may allow up to 6. Institutional tiers up to 10. These limits ensure that total portfolio exposure remains within manageable bounds and that margin utilization does not approach critical levels. When the position limit is reached, new signals are queued and executed only when existing positions close.

The system maintains a calendar of high-impact economic events (NFP, FOMC, ECB, BOE decisions, CPI releases, GDP reports). During a configurable window surrounding each event (typically 15 minutes before to 5 minutes after), no new positions are opened for affected currency pairs. Existing positions are not closed automatically, but trailing stops are tightened. This prevents entering trades during periods of extreme volatility and unpredictable price action where technical analysis loses reliability.

No position may remain open for longer than 4 hours. This hard cap applies regardless of whether the position is in profit or loss. The rationale is twofold: first, extended holds increase exposure to regime changes and event risk. Second, strategies that require more than 4 hours to reach their target are likely experiencing adverse conditions where the original thesis has weakened. Positions that reach the time limit are closed at market, and the strategy may re-enter on a fresh signal if conditions warrant.

Before any order is submitted to the broker, the system checks the current bid-ask spread against a per-instrument threshold. If the spread exceeds the threshold (e.g., 3 pips for EURUSD, 5 pips for XAUUSD, 8 pips for XNGUSD), the order is rejected and logged. Wide spreads typically occur during low-liquidity periods (session transitions, pre-news windows, early Asian session) and indicate unfavorable execution conditions. The spread guard ensures the system only trades when execution quality meets minimum standards.