TRADERINPUT / THE DECISION LAB
Read the auction.
Trade the decision.
A moving market, a deliberate plan and the consequences of execution. Practise with candles, order flow and a working order ticket.
Free browser-based simulation. No account. No broker connection. All market data is synthetic.
DECISION LAB / EXECUTION REPLAY
Your next decision.
A moving market.
Read the auction. Place a practice order. Manage the risk.
Synthetic ES-style market · no real orders or live feed.
Loading the simulator…
Click a candle to inspect its open, high, low, close and executed volume.
Time & sales latest 12 prints · size in contracts
Depth of market
Click Bid / Ask to stage a limit price. Submit it in the ticket. Working orders have a × to cancel.
| Bid | Price | Ask |
|---|
Resting depth is separate from executed volume. A limit touch does not guarantee a fill.
Execution journal
Actual simulated fills, including partials. The replay uses a 250 ms order-arrival delay and $2.50 per contract per side.
| Replay time | Action | Qty | Fill | Reason |
|---|---|---|---|---|
| Start the replay and place your first order. | ||||
State your plan
Session review
Your recent replays · saved in this browser
- No completed replays yet.
The latest 30 sessions stay in this browser, including your plan. No login, upload or cross-device sync. Clearing site data removes them.
How this simulation works
All prices, volume and events are generated locally from the selected seed. A seed repeats the same market path; your orders do not change that path. Four revealed prints per second feed the five-second candles, VWAP, volume profile, footprint and delta. Indicators include three minutes of synthetic warmup; they are not full-session values. Context lines freeze the warmup high/low and a 70% volume area around its point of control; they are not overnight levels.
Practice parameters: 0.25-point tick, $50 per point per contract, $2.50 fee per contract per side, 250 ms simulated order latency. Replay speed accelerates the entire simulation, including latency. Opposite-side fills close the oldest open contracts first; excess quantity opens a new position with new brackets. Market orders cross the spread and consume displayed depth; remaining size waits for another observation. Limits cannot fill worse than their price. At a touched limit, opposing prints must exhaust an estimated queue ahead. A trade through the limit assumes a full remaining fill at that limit. Targets follow the same touch/through assumptions. These approximations do not reproduce exchange priority, hidden liquidity or your broker.
Stops trigger on the last trade and execute as market orders after one observation of delay. Gaps can exceed the planned loss. Cancel orders removes unfilled ticket orders, including orders intended to close a position, and leaves protective brackets in place. Flatten & cancel and session end immediately liquidate at the current book; if depth runs out, the remainder fills one tick beyond the deepest quote. Net liquidation P&L marks open longs at bid and shorts at ask, deducting fees already paid; it excludes future exit fees until filled.
A fictional release widens spreads and reduces depth. It is not a forecast or a live calendar. Results describe this exercise, not a trading edge or profitability prediction. Pausing or switching tabs stops the replay; returning requires Resume. No real orders are sent.
AFTER THE REPLAY / WRITTEN DECISION EXERCISES
Keep the reasoning
beside the result.
The original three exercises remain below. Use them to separate what you observed from what you inferred.
01 / Activity and response
BUYING.
BUT HOW MUCH
PROGRESS?
A fictional futures market approaches a previously marked high at 5,000.00. At a tick size of 0.25, it trades to 5,000.25 and returns to 4,999.75. In that interval, 620 contracts are classified as ask-side executions and 280 as bid-side executions.
Before opening the reasoning
- What does the +340 delta describe?
- Does this sequence establish that the next move will be lower?
- What subsequent observation would distinguish a pause from failed continuation?
Compare your reasoning
The classification indicates more ask-side than bid-side executed volume in this interval. Buyers were aggressive, but the first attempt made little sustained upward progress.
That permits a hypothesis that selling met the buying. It does not prove a reversal, reveal a participant's identity or establish a short entry. The next attempt might fail, or the available selling might be exhausted.
A useful next condition could describe whether price maintains a return above the reference or fails to regain it within a predefined window. Write the window and the contrary evidence before looking ahead.
Review criterion: did you keep the observed activity separate from your forecast?
02 / The available trade
THE IDEA
STILL EXISTS.
DOES THE ENTRY?
A fictional plan considers entry at 100.00, invalidation at 99.00 and an objective at 102.00. One point is worth ten currency units per contract. By the time the decision is made, the available entry is 100.75. Round-trip costs are two units.
Before opening the reasoning
- What is the planned loss at an exact 99.00 exit from the new entry, including costs?
- What is the net outcome at the unchanged objective?
- Does moving the stop closer preserve the original idea?
Compare your reasoning
The distance to invalidation is now 1.75 points: 17.50 units of price risk, plus two units of costs, giving 19.50. The distance to the objective is 1.25 points: 12.50 units gross, or 10.50 after costs.
These figures assume exact fills and omit additional slippage. They describe an altered opportunity, not a recommendation to enter. Moving invalidation closer solely to recover a preferred ratio creates a different rule.
Waiting before a trigger and delaying after it are different events. A sensible review records when the condition appeared, when action was possible and why the decision changed.
Review criterion: did you reassess the available entry instead of relying on the earlier chart?
03 / Process and outcome
A WIN.
A LOSS.
WHAT DID YOU LEARN?
In fictional session A, a trader follows the stated entry and risk rules, then takes the planned loss. In session B, the trader moves the stop farther away without a rule permitting it; price eventually recovers and the trade finishes positive.
Before opening the reasoning
- Which observation tells you about adherence?
- Does either result establish whether the original rule has an advantage?
- What should be recorded separately in the review?
Compare your reasoning
Session A is consistent with the stated rules. Session B includes an unplanned increase in exposure. The final profit or loss does not erase that difference.
One compliant loss does not disprove a rule; one noncompliant win does not validate abandoning it. Evaluating the rule requires comparable observations, costs and an explicit method.
Record the original plan, the change, why it happened and the resulting exposure separately from the final outcome. Then identify a behavior that can be observed and practised in another session.
Review criterion: did you distinguish adherence from whether this particular trade won?
TAKE THE
QUESTION
WITH YOU.
Use the same structure in your next preparation note: observation, interpretation, condition, invalidation and review.