Risk & Filter Nodes
The guardrails around a strategy: filters that decide when it's allowed to act, and risk nodes that decide how much to commit and where to get out. Good risk logic is what turns a signal into a tradeable system.
Node families
Session & time filters
Restrict a strategy to specific sessions, hours, or days (e.g. London/NY kill-zones) so signals only count when you want to trade.
session · time-of-dayRegime & volatility filters
Gate entries by trend regime or volatility (e.g. ATR / range conditions) to keep a mean-reversion idea out of a strong trend and vice-versa.
regime · volatility gatePosition sizing
Size positions by fixed amount, percent of equity, or risk-based sizing from your stop distance so each trade risks a consistent amount.
fixed · %equity · risk-basedStops & targets
Stop-loss and take-profit by fixed distance, ATR multiple, or risk-to-reward ratio, plus trailing logic for managing the exit.
ATR · RR · trailingFilters vs gates
A filter expresses a continuous membership condition (“are we in session?”) that other nodes AND against an entry, not a one-shot event. Wiring a filter as a continuous gate is what lets it actually narrow your trades instead of blocking them all.
Composable risk
Sizing, stop, target and trailing are separate nodes you combine, so you can reuse the same risk profile across many strategies.
Consistent risk per trade
Risk-based sizing derives quantity from your stop distance, keeping the amount risked per trade stable as price and volatility change.