Session Replay Studio

Screenshots

Screenshots supplied by the seller.

Open demo (opens in a new tab)

Description

AI generated. Session Replay Studio reveals imported OHLC history one candle at a time. Queue a long only paper entry or full exit, then reveal the next candle to apply a documented next open fill rule. Configurable percentage fees, fixed per order fees and adverse slippage affect the cash ledger.

The app explicitly marks bars where stop and target were both touched and applies a stop first assumption. It handles gaps using the next open, rejects unaffordable entries and keeps the equity curve tied to revealed closes. Add visual price guides and dated notes, inspect closed paper trades and save a session whose cash and trades are recomputed from its action log on restoration.

This independent browser tool is intended for Nasdaq stock and ETF research using data you import. The included example values are original generated data, not actual or live Nasdaq prices. There is no provider connection, brokerage link, exchange affiliation or order execution. The hosted demo uses the same application code and works without external network requests.

Condition

Development stage: Mostly built (seller-declared)

Included assets

Editable application source

Original generated example data

CSV format guide

Setup and usage documentation

Repeatable calculation checks

Real running interface screenshots

Verification notes and asset license

Technologies

HTML, CSS, JavaScript, original SVG charts

Setup requirements

Open index.html in a current browser or use any static server. The hosted demo runs the same offline application. Choose Import data for the documented CSV format. Included examples are clearly labeled and may be explored without an import.

Dependencies and ongoing costs

A current browser. No paid service, provider account, external library or build step for the application. Node is needed only for optional supplied core checks. Imported data must be obtained under terms that permit your intended use.

Known limitations

This is a practice aid, not a certified backtest or secure blind test. Full future history exists in the workspace file. Intrabar price order is unknown; both trigger bars use a documented stop first assumption. All target triggers are simulated market exits, not limit orders. No shorting, partial exits, dividends, interest, taxes, market impact or guaranteed execution is modeled. Open positions remain marked at the final candle and are not automatically liquidated. No live data is supplied. Imported values and source labels are provided by the user and are not independently verified. Corporate actions, exchange calendars and investment suitability are not checked. No automatic storage. Save your work explicitly. Browser download and clipboard permissions can vary; text export alternatives are supplied where relevant. Entries reserve the configured fixed exit fee when checking affordability. Values use floating point arithmetic and displayed USD amounts are rounded to cents, without a broker specific fee rounding policy.