Autopilot Quant | Local Paper Replay

Important limitations

This is experimental software, not financial advice or a recommendation to trade. Strategy rules and replay results do not demonstrate profitability. Use data you are licensed to use. No data provider API is connected; T4 market data and live order routing are not implemented. Live orders are disabled.

Inspect your market data

Choose a CSV on your device with these columns: Symbol,Timestamp,Open,High,Low,Close,Volume. Timestamps must be ISO 8601 with Z or an explicit UTC offset. The preview and chart are produced locally in this browser tab.

Privacy: the selected CSV is read locally by this page. It is not uploaded, stored, or sent to a server. The public site contains no sample prices or replay results.

Select a licensed CSV file Chart symbol

No file selected. Choose a CSV to inspect it locally.

Bars: —

Symbols: —

First timestamp: —

Last timestamp: —

Close price preview

First rows

Symbol	Timestamp	Open	High	Low	Close	Volume

Run the actual paper replay locally

The browser preview does not run strategy logic or calculate performance. Clone the source, install the .NET 10 SDK, then point the replay runner at your own licensed CSV:

git clone https://github.com/bibek061/bot-for-trading-.git
cd bot-for-trading-
dotnet test
dotnet run --project src\AutopilotQuant.Runner -- replay "C:\path\to\your-data.csv" --report-json "C:\path\to\replay-report.json"

The paper runner processes the file locally, applies configured risk checks and simulated costs, and writes the report to your chosen local path. It does not upload bars or reports.

What the local runner does

Classifies regimes using the current ATR(14), EMA(20), and EMA(50) research baseline.
Evaluates the long-only EMA20 pullback/reclaim signal on completed bars.
Checks daily-loss, drawdown, connection, and open-position limits before paper entries.
Simulates MES/MNQ fills, configured slippage and fees, and exports run and trade results.

Replay is simplified: it does not model queue position, partial fills, market impact, all exchange fees, or outages. Test assumptions with trustworthy out-of-sample data.