Enhanced Replay Mode

Tick replay order simulation works by replaying historical markets at the tick level instead of aggregated candles, allowing you to place virtual limit or market orders during playback to test strategies without risking capital.

The best way to model slippage and bid/ask spread during market simulation is to use estimates derived from historical volatility, which are applied to virtual order placement to accurately reflect real execution timing and performance impacts.

You can compare aggressive and conservative entry decisions across multiple sessions by replaying a specific symbol on a chosen date, placing virtual orders, and using the session comparison feature to analyze execution differences.

Candle-only backtests miss microstructure impacts because they aggregate price data, whereas true tick-level replay reflects the precise execution timing, bid/ask spread dynamics, and slippage that directly impact order fills.

To test an RSI-based breakout plan, start a tick-by-tick playback for a chosen symbol and date at a configurable speed, then place a virtual limit order during the historical replay to validate your trading decisions.

You can annotate key moments during tick replay and export your order simulation results in requested formats, enabling pattern recognition and detailed mistake analysis across chosen historical dates and symbols.