heisentick

Find out whether a trading idea is real

Backtest, rehearse and forward test strategies on candles built from tick data. Every result carries the data, costs and route it was measured on, so a good number can be checked, not just admired.

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Backtest

Strategies are written in a small language (setups, entries, exits, risk, sessions) that the engine checks for lookahead before it runs. Costs are presets (raw, realistic, harsh) applied per route, so the same rule can be compared under different assumptions.

  • Go engine runs the full 1-minute history of gold in seconds; the browser engine runs a window on the spot, with bit-exact fills.
  • Results carry the data range, costs, fills, equity, drawdown and a year-by-year table.
  • Replay transport hides every bar after the cursor.
Practice

Practice replays history one bar at a time. Nothing after the cursor is visible, so you cannot peek. Orders fill at the same prices the backtester would use, and every decision lands in a journal you can review later.

  • Market, limit and stop orders with stop-loss and target.
  • Session-aware replay speeds; jump to a date.
  • Journal export for the sessions you want to keep.
Research

The research pages are statistics, not signals. Each one states the data slice it used and refuses to invent a result when the slice is missing. Direction is never claimed; where the market moves, when volatility expands, and how positioning is skewed are what they measure.

  • Seasonality and session ranges, hour-of-day and weekday effects.
  • COT positioning from the CFTC, candle and pattern probabilities, volatility forecasts.
  • Notes link back to the strategy that used them.