Coming Tuesday, September 15.
Every trading session knows its own risk. None of them knows what the others are doing.
That's fine right up until three sessions size themselves independently against the same account, each one perfectly reasonable on its own, and the aggregate exposure is something nobody chose. Position sizing is a per-session decision; risk is an account-level fact.
The next post is about closing that gap without building a risk engine to do it — aggregate exposure tracked across every running session, warn and block thresholds, and one rule that turned out to matter more than the rest: an exit is always allowed through, no matter what the limits say. A risk control that can stop you closing a position isn't a risk control.
Until then, the two posts it builds on: the GenServer state design that holds what each session knows, and how the numbers get reconciled when a trade spans a session boundary.