Portfolio

Portfolio exposure cap

An account-level exposure meter, a configurable cap per symbol, and entry priority by signal size when capacity fills up.

MT5 Team / company Aban Sarmaye Financial Risk management unit

Project specifications

Project specifications

Market
EURUSD / GBPUSD / XAUUSD
TF
M15
Platform
MT5
Client type
Team / company
Delivery window
8 weeks
Stack
MQL5, a shared state file, daily reporting
Strategy
Account-level exposure ceiling
Modules
Exposure metering + entry priority
Testing
Three experts on one account

Who this was for

Aban Sarmaye Financial

Role
Risk management unit
City
Tehran
Project reference
TBT-1407-27
Trade flow

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.

Initial challenge

Three independent experts kept entering, and on news-heavy days combined exposure reached twice the agreed ceiling.

Solution

An account-level exposure meter, a configurable cap per symbol, and entry priority by signal size when capacity fills up.

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.

Safeguards and risk control

The risk layer sits outside the strategy logic, so a later change to the signal cannot bypass it.

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

Portfolio

How the delivery ran

Every project moves through these five phases, with the window for each agreed in the specification.

  1. Discovery and problem framing

    Completed

    Reading the client's risk rules and measuring how the account currently behaves on EURUSD / GBPUSD / XAUUSD.

    Day 2–5

  2. Written specification

    Completed

    Turning the rules into numeric caps: risk per trade, daily loss and exposure ceiling. Per-symbol caps were agreed in a joint session with the firm's risk unit.

    Day 6–15

  3. Implementation

    Completed

    Building a risk layer independent of the signal, with each cap testable on its own.

    Day 16–33

  4. Testing and validation

    Completed

    Testing the critical scenarios: fast drawdown, simultaneous positions and a dropped connection.

    Day 34–45

  5. Handover and support

    Completed

    Handover of the risk layer with a rules document and the emergency-stop path.

    Day 46–49