The client's idea
Aban Sarmaye Financial works EURUSD / GBPUSD / XAUUSD on M15; the opening brief was: Several experts share one account: total exposure must never pass an agreed ceiling.
Project and starting point
Three independent experts kept entering, and on news-heavy days combined exposure reached twice the agreed ceiling.
Solution architecture
An account-level exposure meter, a configurable cap per symbol, and entry priority by signal size when capacity fills up.
The module sits outside the experts so adding a fourth needs no code change. It matches how EURUSD / GBPUSD / XAUUSD is actually traded and can be tested against the data already available.
Why this design
The module sits outside the experts so adding a fourth needs no code change. It matches how EURUSD / GBPUSD / XAUUSD is actually traded and can be tested against the data already available.
Implemented capabilities
Modules and components built: Exposure metering + entry priority.
Delivered output:
Portfolio exposure cap — EURUSD / GBPUSD / XAUUSD (M15)
Specification document and the rule-to-code mapping table
Full MQL5 source, commented
Test report: Three experts on one account
Parameter document and install guide (8 weeks)
Safeguards and risk control
The risk layer sits outside the strategy logic, so a later change to the signal cannot bypass it.
Backtest and forward test method
Test method: Three experts on one account.
Testing runs in three stages: a backtest on historical data, limited optimisation inside the contract's scope, and a forward run with the parameters frozen.
Tools and stack: MQL5, a shared state file, daily reporting.
Every figure from this project is published together with its measurement conditions: the data window, the tick model, the spread, the commission and the build of the executable. Without them a number cannot be compared with anything.
Publishable results
Daily reporting never showed combined exposure above the ceiling, and the firm built its first internal risk note on those numbers.
Limitations and cautions
The risk layer sits outside the strategy logic, so a later change to the signal cannot bypass it.
Every test result depends on the quality of the historical data, the broker's spread and market conditions, and none of it is a promise about the future. Through a severe price gap or a broker disconnection a stop loss cannot be guaranteed, so behaviour in those conditions must be reviewed separately.
Our next-step proposal
The next step is a monthly compliance report that proves the account rules were respected.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 5 Concurrent position cap
- 3 Symbols covered
- 99.8 % Runtime stability in test
- 14 scenarios Scenario test coverage