Risk Controls and Strategy Statistics Expanded

StockSharp has expanded its risk management and statistics subsystems. Risk rules can now take into account position size and holding time, order price and volume, operation frequency, P&L, slippage, commissions, and order registration errors. When a limit is triggered, the configured action can cancel active orders, close positions, or halt trading.

A trading halt remains active until the limit breach has been resolved. During this time, new orders and changes to existing orders are rejected before they reach the trading venue. Once the rules are no longer triggered, the block is lifted and the event is recorded in the log. This makes the risk-control subsystem suitable for use as an independent protection layer around an adapter.

Gross profit, gross loss, and maximum profit percentage have been added to strategy statistics. They complement return, drawdown, commission, Sharpe, Sortino, Calmar, Sterling, Recovery Factor, trade-quality, and order-processing latency metrics. A common registry of statistics is used by reports and optimizer objective-function formulas.