THE POSITION — Risk & Position Sizing OS Brain
THE POSITION — Risk & Position Sizing OS Brain
For the part of trading that decides the outcome. One orchestrator plus ten specialists that size positions from stop distance and a fixed risk budget, treat correlated positions as one, and simulate the drawdown your own distribution implies.
Position size usually gets chosen by feel and the stop placed by convenience, which quietly lets risk per trade wander between half a percent and six. The risk engine inverts it. You set the budget, you place the stop where the idea is actually wrong, and the size falls out as arithmetic — no decision left to how confident you happen to feel that morning. The drawdown simulator is the part people find unpleasant. Feed it your own win rate and R distribution and it runs the sequences to show the losing streak your strategy implies, which is usually longer than anyone expected. Knowing that number in advance is what stops people abandoning a working system in the middle of a normal run of losses.
risk_engine.py
Derives position size from stop distance and risk budget, converts every result to R-multiples, collapses correlated positions into a single exposure, and Monte-Carlos your own win rate and R distribution to show the losing streak the strategy actually implies. Every OS Brain in this drop carries its own executable component, so the judgement calls stay with you and the arithmetic stops being a matter of opinion. Runs anywhere Python runs, and the specialists still work on their own if you never open it.
Say it in plain words — it works out the rest
Inside · orchestrator + 10 specialists
Where it refuses to skip ahead
- No entry without a stop — without one there is no size calculation and no defined loss, only hope.
- No size without a risk budget — sizing by conviction is the mechanism behind almost every account that ends.
- Correlated positions count as one — five trades on the same driver is one position wearing five names.
- Refuses to size up in drawdown — raising risk to recover faster turns a recoverable drawdown into a terminal one.