Skip to content
All library documents

Diagnosing Risk Manager Limits in a Paper Trading Setup

Article vn.py community

Summary

A trader reports that a VeighNa RiskManager configured with very low limits still allowed repeated large buy orders to execute in a SimNow simulation. The reported behavior raises a practical question about how risk controls interact with the platform’s account configuration.

A community reply suggests trying the setup without loading the paper account. This points to the account mode or its initialization as a possible factor, but the discussion provides no follow-up showing whether that change resolved the issue. It gives no details about the specific limits, execution logs, configuration steps, or software version, so it should be treated as a troubleshooting lead rather than a confirmed diagnosis.

Key ideas

  • The poster says that configured RiskManager limits did not prevent successive large simulated buys.
  • The trades took place in a SimNow simulation environment.
  • A respondent suggests testing without the paper account loaded.
  • The discussion does not confirm the cause or document a verified fix.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.