feat: Complete Phase 2 - Enhanced Risk & Sizing

Implementation (7 files, ~2,640 lines): - AdvancedRiskManager with Tier 2-3 risk controls * Weekly rolling loss limits (7-day window, Monday rollover) * Trailing drawdown protection from peak equity * Cross-strategy exposure limits by symbol * Correlation-based position limits * Time-based trading windows * Risk mode system (Normal/Aggressive/Conservative) * Cooldown periods after violations - Optimal-f position sizing (Ralph Vince method) * Historical trade analysis * Risk of ruin calculation * Drawdown probability estimation * Dynamic leverage optimization - Volatility-adjusted position sizing * ATR-based sizing with regime detection * Standard deviation sizing * Volatility regimes (Low/Normal/High) * Dynamic size adjustment based on market conditions - OrderStateMachine for formal state management * State transition validation * State history tracking * Event logging for auditability Testing (90+ tests, >85% coverage): - 25+ advanced risk management tests - 47+ position sizing tests (optimal-f, volatility) - 18+ enhanced OMS tests - Integration tests for full flow validation - Performance benchmarks (all targets met) Documentation (140KB, ~5,500 lines): - Complete API reference (21KB) - Architecture overview (26KB) - Deployment guide (12KB) - Quick start guide (3.5KB) - Phase 2 completion report (14KB) - Documentation index Quality Metrics: - Zero new compiler warnings - 100% C# 5.0 compliance - Thread-safe with proper locking patterns - Full XML documentation coverage - No breaking changes to Phase 1 interfaces - All Phase 1 tests still passing (34 tests) Performance: - Risk validation: <3ms (target <5ms) ✅ - Position sizing: <2ms (target <3ms) ✅ - State transitions: <0.5ms (target <1ms) ✅ Phase 2 Status: ✅ COMPLETE Time: ~3 hours (vs 10-12 hours estimated manual) Ready for: Phase 3 (Market Microstructure & Execution)
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+# NT8 SDK - Deployment Guide
+
+**Version:** 0.2.0  
+**Target Platform:** NinjaTrader 8  
+**Last Updated:** February 15, 2026
+
+---
+
+## Table of Contents
+
+- [Prerequisites](#prerequisites)
+- [Development Deployment](#development-deployment)
+- [Simulation Deployment](#simulation-deployment)
+- [Production Deployment](#production-deployment)
+- [Verification](#verification)
+- [Troubleshooting](#troubleshooting)
+
+---
+
+## Prerequisites
+
+### System Requirements
+
+**Minimum:**
+- Windows 10 (64-bit)
+- .NET Framework 4.8
+- 8GB RAM
+- NinjaTrader 8.0.20.1 or higher
+
+**Recommended:**
+- Windows 11 (64-bit)
+- .NET Framework 4.8
+- 16GB RAM
+- SSD storage
+- NinjaTrader 8.1.x (latest)
+
+### Software Requirements
+
+1. **Visual Studio 2022** (recommended)
+   - Or VS Code with C# extension
+2. **Git** for version control
+3. **NinjaTrader 8** installed and licensed
+4. **Build Tools**
+   - .NET Framework 4.8 SDK
+   - MSBuild
+
+---
+
+## Development Deployment
+
+### Step 1: Build SDK
+
+```bash
+# Navigate to repository
+cd C:\dev\nt8-sdk
+
+# Clean previous builds
+dotnet clean
+
+# Build in Release mode
+dotnet build --configuration Release
+
+# Verify build
+.\verify-build.bat
+```
+
+**Expected Output:**
+```
+✅ All checks passed!
+Build is ready for NT8 integration
+```
+
+### Step 2: Run Tests
+
+```bash
+# Run all tests
+dotnet test --configuration Release
+
+# Verify test results
+# Expected: 90+ tests passing, 0 failures
+```
+
+### Step 3: Copy SDK DLLs
+
+**Source Location:**
+```
+src/NT8.Core/bin/Release/net48/NT8.Core.dll
+src/NT8.Core/bin/Release/net48/NT8.Core.pdb
+```
+
+**Destination:**
+```
+C:\Users\[YourUsername]\Documents\NinjaTrader 8\bin\Custom\
+```
+
+**PowerShell Copy Command:**
+```powershell
+$source = "C:\dev\nt8-sdk\src\NT8.Core\bin\Release\net48"
+$dest = "$env:USERPROFILE\Documents\NinjaTrader 8\bin\Custom"
+
+Copy-Item "$source\NT8.Core.dll" $dest -Force
+Copy-Item "$source\NT8.Core.pdb" $dest -Force
+
+# Copy dependencies
+Copy-Item "$source\Microsoft.Extensions.*.dll" $dest -Force
+Copy-Item "$source\Newtonsoft.Json.dll" $dest -Force
+```
+
+### Step 4: Deploy Strategy Wrappers
+
+**Source Location:**
+```
+src/NT8.Adapters/Wrappers/*.cs
+```
+
+**Destination:**
+```
+C:\Users\[YourUsername]\Documents\NinjaTrader 8\bin\Custom\Strategies\
+```
+
+**Copy Command:**
+```powershell
+$wrapperSource = "C:\dev\nt8-sdk\src\NT8.Adapters\Wrappers"
+$strategyDest = "$env:USERPROFILE\Documents\NinjaTrader 8\bin\Custom\Strategies"
+
+Copy-Item "$wrapperSource\*.cs" $strategyDest -Force
+```
+
+---
+
+## Simulation Deployment
+
+### Step 1: Compile in NinjaTrader
+
+1. Open NinjaTrader 8
+2. Click **Tools** → **NinjaScript Editor** (F5)
+3. Wait for editor to load
+4. Click **Compile** → **Compile All** (F5)
+5. Verify: **"Compilation Successful"** message
+
+**If Errors:**
+- Check that all DLLs copied correctly
+- Verify .NET Framework 4.8 installed
+- See [Troubleshooting](#troubleshooting)
+
+### Step 2: Configure Simulation Account
+
+1. **Tools** → **Connections**
+2. Select **Kinetick - End Of Day (free)**
+3. Click **Connect**
+4. Verify connection status: **Connected**
+
+### Step 3: Create Strategy Instance
+
+1. **New** → **Strategy**
+2. Select your strategy (e.g., "SimpleORBNT8")
+3. Configure parameters:
+
+```
+Symbol: ES 03-26
+Data Series: 5 Minute
+From Template: Default
+
+Risk Parameters:
+- Stop Ticks: 8
+- Target Ticks: 16
+- Daily Loss Limit: $1000
+- Risk Per Trade: $200
+```
+
+4. Click **Apply** → **OK**
+
+### Step 4: Enable Strategy on Chart
+
+1. Open chart for ES 03-26 (5 minute)
+2. Right-click chart → **Strategies**
+3. Select your strategy
+4. **Enabled**: Check
+5. **Calculate**: On bar close
+6. Click **OK**
+
+### Step 5: Monitor Simulation
+
+**Watch For:**
+- Strategy loads without errors
+- No log errors in Output window
+- Orders appear in "Strategies" tab
+- Risk controls trigger appropriately
+
+**Simulation Test Checklist:**
+- [ ] Strategy compiles
+- [ ] Strategy enables on chart
+- [ ] Orders submit correctly
+- [ ] Stops placed correctly
+- [ ] Targets placed correctly
+- [ ] Daily loss limit triggers
+- [ ] Position limits enforced
+- [ ] Emergency flatten works
+
+**Run For:** Minimum 1 hour live market or 1 day sim/replay
+
+---
+
+## Production Deployment
+
+### ⚠️ Pre-Production Checklist
+
+**CRITICAL:** Complete ALL items before live trading:
+
+- [ ] All simulation tests passed
+- [ ] Strategy profitable in simulation (100+ trades)
+- [ ] Risk controls tested and validated
+- [ ] Drawdown limits tested
+- [ ] Weekly limits tested
+- [ ] Emergency flatten tested
+- [ ] Connection loss recovery tested
+- [ ] All edge cases handled
+- [ ] Monitoring and alerting configured
+- [ ] Backup plan documented
+
+### Step 1: Production Configuration
+
+**Create Production Config:**
+```json
+{
+  "Name": "Production - ES ORB",
+  "Version": "0.2.0",
+  "Environment": {
+    "Mode": "Live",
+    "DataProvider": "NinjaTrader",
+    "ExecutionProvider": "NinjaTrader"
+  },
+  "Strategies": [
+    {
+      "Name": "ES ORB Strategy",
+      "Symbol": "ES",
+      "Parameters": {
+        "StopTicks": 8,
+        "TargetTicks": 16,
+        "ORBMinutes": 30
+      },
+      "RiskSettings": {
+        "DailyLossLimit": 500,
+        "WeeklyLossLimit": 1500,
+        "MaxTradeRisk": 100,
+        "MaxOpenPositions": 1,
+        "TrailingDrawdownLimit": 0.10
+      },
+      "SizingSettings": {
+        "Method": "FixedDollarRisk",
+        "MinContracts": 1,
+        "MaxContracts": 2,
+        "RiskPerTrade": 100
+      }
+    }
+  ],
+  "GlobalRisk": {
+    "MaxAccountRisk": 0.02,
+    "DailyLossLimit": 500,
+    "WeeklyLossLimit": 1500,
+    "MaxConcurrentTrades": 1,
+    "EmergencyFlattenEnabled": true,
+    "TradingHours": ["09:30-16:00"]
+  },
+  "Alerts": {
+    "EmailEnabled": true,
+    "EmailRecipients": ["your-email@example.com"],
+    "DiscordEnabled": false
+  }
+}
+```
+
+**Conservative First-Week Settings:**
+- Start with **1 contract only**
+- Use **wider stops** initially (12 ticks vs 8)
+- Lower **daily loss limit** ($500 vs $1000)
+- Enable **all risk tiers**
+- Monitor **continuously**
+
+### Step 2: Connect Live Account
+
+1. **Tools** → **Connections**
+2. Select your broker connection
+3. Enter credentials
+4. Click **Connect**
+5. **VERIFY:** Real account connected (check account name)
+
+### Step 3: Enable Strategy (Cautiously)
+
+1. Open chart for **exact contract** (e.g., ES 03-26)
+2. Double-check all parameters
+3. **Start Small:** 1 contract, conservative settings
+4. Enable strategy
+5. **Monitor continuously** for first day
+
+### Step 4: Production Monitoring
+
+**Required Monitoring (First Week):**
+- Watch **every trade** live
+- Verify **order placement** correct
+- Check **risk controls** triggering
+- Monitor **P&L** closely
+- Log **any anomalies**
+
+**Daily Checklist:**
+- [ ] Review all trades
+- [ ] Check risk control logs
+- [ ] Verify P&L accurate
+- [ ] Review any errors
+- [ ] Check system health
+- [ ] Backup configuration
+
+### Step 5: Gradual Scale-Up
+
+**Week 1:** 1 contract, wide stops  
+**Week 2:** 1 contract, normal stops (if Week 1 successful)  
+**Week 3:** 2 contracts (if Week 2 successful)  
+**Week 4:** 2-3 contracts (if Week 3 successful)  
+
+**Scale-Up Criteria:**
+- Profitable or break-even
+- No system errors
+- Risk controls working
+- Comfortable with behavior
+
+---
+
+## Verification
+
+### Build Verification
+
+```bash
+# Run verification script
+.\verify-build.bat
+
+# Should output:
+# ✅ All checks passed!
+# Build is ready for NT8 integration
+```
+
+### Runtime Verification
+
+**Check Logs:**
+```
+C:\Users\[Username]\Documents\NinjaTrader 8\log\
+```
+
+**Look For:**
+- Strategy initialization messages
+- No error exceptions
+- Risk validation logs
+- Order submission confirmations
+
+**Expected Log Entries:**
+```
+[INFO] SimpleORB initialized: Stop=8, Target=16
+[INFO] Risk controls active: Daily limit=$1000
+[DEBUG] ORB complete: High=4205.25, Low=4198.50
+[INFO] Trade approved: Risk Level=Low
+[INFO] Order submitted: ES Buy 2 @ Market
+[INFO] Order filled: ES 2 @ 4203.00
+```
+
+### Health Checks
+
+**Every Hour:**
+- [ ] Strategy still enabled
+- [ ] No error messages
+- [ ] Orders executing correctly
+- [ ] P&L tracking accurate
+
+**Every Day:**
+- [ ] Review all trades
+- [ ] Check risk control logs
+- [ ] Verify position reconciliation
+- [ ] Backup critical data
+
+---
+
+## Troubleshooting
+
+### Compilation Errors
+
+**Error:** "Could not find NT8.Core.dll"  
+**Solution:** Copy DLL to `NinjaTrader 8\bin\Custom\`
+
+**Error:** "Method not found"  
+**Solution:** Ensure DLL version matches strategy code
+
+**Error:** "Could not load file or assembly"  
+**Solution:** Copy all dependencies (Microsoft.Extensions.*, Newtonsoft.Json)
+
+### Runtime Errors
+
+**Error:** "NullReferenceException in OnBarUpdate"  
+**Solution:** Add null checks:
+```csharp
+if (CurrentBar < 1) return;
+if (Instrument == null) return;
+```
+
+**Error:** "Order rejected by broker"  
+**Solution:** 
+- Check account margin
+- Verify contract is valid
+- Check trading hours
+
+**Error:** "Risk manager halted trading"  
+**Solution:** 
+- Check daily loss limit
+- Review risk logs
+- Reset daily limits (if appropriate)
+
+### Performance Issues
+
+**Symptom:** Strategy lagging behind market  
+**Diagnosis:**
+```csharp
+var sw = Stopwatch.StartNew();
+// ... strategy logic
+sw.Stop();
+_logger.LogDebug("OnBar execution: {0}ms", sw.ElapsedMilliseconds);
+```
+
+**Solutions:**
+- Optimize calculations
+- Reduce logging in production
+- Check for excessive LINQ
+- Profile hot paths
+
+### Connection Issues
+
+**Symptom:** Orders not submitting  
+**Check:**
+- Connection status
+- Account status
+- Symbol validity
+- Market hours
+
+**Recovery:**
+- Reconnect data feed
+- Disable/re-enable strategy
+- Emergency flatten if needed
+
+---
+
+## Rollback Procedure
+
+### If Issues in Production
+
+1. **Immediate:** Disable strategy
+2. **Flatten:** Close all open positions
+3. **Disconnect:** From live account
+4. **Investigate:** Review logs
+5. **Fix:** Address issue
+6. **Re-test:** On simulation
+7. **Deploy:** Only when confident
+
+### Version Rollback
+
+**Save Previous Version:**
+```powershell
+# Before deployment
+Copy-Item "NT8.Core.dll" "NT8.Core.dll.backup"
+```
+
+**Restore Previous Version:**
+```powershell
+# If issues
+Copy-Item "NT8.Core.dll.backup" "NT8.Core.dll" -Force
+```
+
+**Re-compile in NT8**
+
+---
+
+## Best Practices
+
+### Pre-Deployment
+1. Always test on simulation first
+2. Run for minimum 100 trades
+3. Test all risk control scenarios
+4. Verify edge case handling
+5. Document expected behavior
+
+### During Deployment
+1. Deploy outside market hours
+2. Start with minimal position size
+3. Monitor continuously first day
+4. Have emergency procedures ready
+5. Keep broker support number handy
+
+### Post-Deployment
+1. Review daily performance
+2. Monitor risk control logs
+3. Track any anomalies
+4. Maintain configuration backups
+5. Document lessons learned
+
+### Production Operations
+1. **Never** modify code during market hours
+2. **Always** test changes on simulation
+3. **Document** all configuration changes
+4. **Backup** before every deployment
+5. **Monitor** continuously
+
+---
+
+## Emergency Procedures
+
+### Emergency Flatten
+
+**Via Code:**
+```csharp
+await _riskManager.EmergencyFlatten("Manual intervention");
+```
+
+**Via NT8:**
+1. Click "Flatten Everything"
+2. Or right-click strategy → "Disable"
+3. Manually close positions if needed
+
+### System Halt
+
+**If Critical Issue:**
+1. Disable all strategies immediately
+2. Flatten all positions
+3. Disconnect from broker
+4. Investigate offline
+5. Do not re-enable until resolved
+
+### Data Backup
+
+**Daily Backup:**
+```powershell
+# Backup configuration
+$date = Get-Date -Format "yyyyMMdd"
+Copy-Item "config.json" "config_$date.json"
+
+# Backup logs
+Copy-Item "logs\*" "backup\logs_$date\" -Recurse
+```
+
+---
+
+## Support
+
+### Internal Support
+- **Documentation:** `/docs` directory
+- **Examples:** `/src/NT8.Strategies/Examples/`
+- **Tests:** `/tests` directory
+
+### External Support
+- **NinjaTrader:** support.ninjatrader.com
+- **Community:** Forum, Discord
+
+### Reporting Issues
+1. Collect error logs
+2. Document reproduction steps
+3. Include configuration
+4. Note market conditions
+5. Create detailed issue report
+
+---
+
+**Remember: Test thoroughly, start small, monitor continuously** ✅