I am looking for some best practices.


I would like to use the Alpha/PortfolioConstruction/RiskManagment and ExecutionModel in order to separate the concern but I have some difficulties to see how to acheive it.


For exemple, let's say I want to have a stratégy based on ichimuku. I can send the signal from the Alpha.

But I struggle to see how to use the PortolioConstruction anb RiskManagment as in my case they are related.


I would like, on a buy order, define in the PortfolioConstruction a quantity following a risk management which is based on the stop lose position. Depending of my stop loss I want to set the quantity in oder to lose only a certain % when my stop is reach.

But the stop loss (which is also based on ichimoku) should be handle in the RiskManagment which is called after PortfolioContruction.

Firstly, should I have this ichimoku indicator in all different services ?


To define a target quantity we need a SL how should I handle this problem here, Should I just put an arbitary value in the portfolio target and override it in the RiskManagment (if so I break the separation of concern imo).



Hwo would you do in such scenario ? On the paper the concept seems easy but when I try to implement it it just give me a headache....