Live
Real-time chart, paper orders, live blotter
- Live / Replay toggle in the header
- Paper order ticket with TP/SL and streaming fills
- DOM, blotter, and positions stay in sync
See the system. Trade the plan.
Find out where your edge is.
And make it repeatable.
Capture setups as rules, test them on history, screen for signals, and journal your trades, then execute in the trading terminal with paper orders before capital is on the line. One unified surface for the serious trader.
For analysis and simulation only. Not financial advice.
Click workspace to focus · click terminal to enlarge
Live paper trading
Execute in the trading terminal with a paper account. Market hours fills on NSE and US, no broker required.
Real time terminal data
Screen for signals with quotes, chart, and Live, Delayed, or Stale badges.
Order execution
Order ticket, TP/SL, and a streaming blotter. Paper fills land as soon as the market allows.
Backtest to replay on tape
Capture setups as rules, test them on history, hand off to the terminal, and scrub intrabar replay fills on the chart.
Trade in the terminal
Practice live.
Prove on tape.
Paper orders on live quotes, streaming blotter, and replay from any backtest without leaving the chart.
Replay console
Walk the tape bar by bar after a backtest
- Full-screen replay with scrub timeline
- Trades, orders, inspector, and data QA panes
- Intrabar fill simulation on the historical path
The problem
More data.
Less clarity.
Your edge is not a feeling. It is a system. TradeSim turns scattered intent into a workflow you can inspect.
Setups stay in your head.
Watchlists, Telegram calls, and chart markup are not a strategy. If entry, exit, and size are not written as rules, you cannot backtest the idea or know what you actually changed when P&L moves.
Backtests live in another app.
A green equity curve does not show whether you would have taken those trades on your chart, with your sizing, or in the same options structure you use live. Validation needs bar-by-bar replay, not a spreadsheet export.
The thesis dies between tabs.
You screen a name in one tool, place the order in another, and explain the trade from memory days later. OI, catalyst, and risk context are gone before you can honestly review what you did.
Practice still costs real money.
Without paper orders on live quotes and a journal tied to fills, every tweak is guesswork. Rehearsing entries, size, and blotter discipline on a funded account makes slippage and regret your teacher.
How it works
Simple steps.
Serious process.
From rules to backtests to paper execution and replay without switching tools.
Define your rules.
01
Write setups as inputs, constraints, and exits. Compose indicators, price comparisons, and boolean logic into a condition tree the engine evaluates bar by bar.
Nifty 50 Trend Following
Entryclose > sma20 AND sma20 > sma50 AND rsi14 > 50
Exitclose < sma50 OR rsi14 < 40
RiskATR(2) stop 12% target 2% position
See strategy builderValidate on history.
02
Backtest, stress, and refine. See how the idea behaves across regimes before you risk capital. Every run produces sharpe, drawdown, profit factor, and trade-level attribution.
Sample output for Nifty 50 strategy
Return+12.4% Sharpe 1.83 Ann. 9.6%
RiskDrawdown -8.2% Win Rate 58%
Volume47 trades Profit Factor 1.92
See backtestsExecute in the terminal.
03
Paper orders on live quotes, streaming blotter updates, and replay from any backtest on the same chart. No switching tools between validation and execution.
Sample filled order — RELIANCE
OrderRELIANCE BUY 100 MARKET ₹2,540.00
StatusFILLED 100/100 filled
Account₹98,000 cash ₹1,02,400 equity
See terminal demoReview and iterate.
04
Journal outcomes, track attribution in positions, and tune the system over time. Compounding is a process. Tag mistakes, rate adherence, and track R-multiples per setup.
Sample journal entry — RELIANCE
TradeRELIANCE Entry ₹2,540 Exit ₹2,680 +₹14,000
ReviewR +2.4 Hold 1d Setup Trend Following
Tagsbreakout, volume Adherence 92
See trade journalWatch this
Start with the
frameworks.
If you're building a process, the quality of the questions matters. Use our docs and guides to get oriented quickly.
Go deeper with docs and guides when you are ready to ship a repeatable process.
Who it is for
Built for traders
who measure.
If you care about evidence, process, and review, TradeSim is designed for your workflow.
Discretionary options traders
You need structure around strikes and expiries and a way to validate option strategies against history. Scan the options chain for OI and IV, build multi leg setups like straddles and strangles, backtest them across regime changes with greeks, and replay fills frame by frame to see how the P&L actually behaved.
Systematic builders
You want repeatable rules, test harnesses, and clean review loops without spreadsheet sprawl. Script strategies with composable conditions, run batch backtests across symbols and timeframes, and keep a running journal that ties every result to a reproducible plan.
Curious researchers
You care about fundamentals, sector rotation, and measuring every idea before committing capital. Screen stocks by financials and ratios, map sectoral tailwinds and how they affect individual positions, test entries across market regimes, audit your thesis with concrete metrics, and build a track record grounded in evidence rather than conviction.
Strategy meets measurement
Keep learning.
Keep refining.
Use the docs, explore features, and stay connected. The workflow is a loop: build, test, review.
Connect
Stay in touch and reach support when you need it.