Apama Capital Markets Foundation Documentation : Algorithmic Trading Accelerator : Running the ATA Samples : Using risk firewalls : Firewall ruleset: position limits
Firewall ruleset: position limits
Position Limit rules define the maximum position that can be held in an instrument for all traders before an alert or an objection is raised.
The top section of the page is where new rules are defined. Clicking Add enters the rule in the Instances list.
You can modify an order-price-limit rule by selecting a rule, and then clicking Modify. A dialog appears displaying the Warning/Objection settings.
You cannot modify the list of instrument symbols or trader identifiers in a rule instance. If you need to do that, you must delete the existing instance and then create a new one.
After making changes, click Modify to update the rule.
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