How replay works
The mental model behind tick-by-tick replay, and why a few things behave the way they do.
StrategyTune's replay is built around one idea: show you the market the way it actually arrived, not a sanitized version of it. That means tick-by-tick prices, not just OHLC candles, and a clean separation between "the market state right now" and "the most recently closed bar."
The mental model
Every step of the replay produces one momentum bar. A momentum bar carries:
- The current bid and ask quote (always).
- A candle update (sometimes — only when a new bar closes).
So between two candle closes you'll see many momentum bars: each one moves the price forward, fills pending orders if their level was crossed, repaints the chart's "live" bar, and updates your unrealized P&L. The chart looks the way it would have looked in real time, not like a stitched-together sequence of complete candles.
This is what we mean by tick-by-tick. "1×" speed walks through every tick. Higher speeds skip nothing — they just emit momentum bars faster. There are no synthesized intra-bar paths, no random walks between O/H/L/C; the order matches the historical tape.
A few behaviours worth knowing
The replay engine is built to stay out of your way. A few specifics:
- Speed changes are instant. Switching from 100× to 5,000× while a replay is running takes effect on the next tick — no rewind, no reload.
- Scrubbing pauses first. Dragging the timeline auto-pauses, jumps to the target time, and resumes if you let go while it was running. This avoids fighting you for control.
- You can't trade between ticks. Order placement is briefly suspended during the instant a price tick is being applied, so a fill can't happen on the same tick the order was created. This keeps the simulation honest.
The replay loop
- Load the next price tick.
- Apply it: update the live candle, run any indicators, evaluate pending orders, mark P&L.
- Wait the right amount based on your current speed.
- Repeat — until you pause, hit the end, or scrub elsewhere.
Most of the time you don't need to think about any of this. But when something behaves unexpectedly — a stop fills at a worse-looking price, or a price flickers without the candle changing — it's almost always because you're seeing a quote-only tick rather than a new candle. That's the engine being precise, not buggy.
What you control vs. what's deterministic
| You control | The engine controls |
|---|---|
| Security, date range, interval | The order ticks arrive in |
| Replay speed and direction (jump) | When candles close |
| When to enter / exit a trade | Whether your stop or limit was crossed |
| Indicators on the chart | Per-bar lifecycle (init, per-bar, per-tick) |
Something missing or wrong? Email support@strategytune.com.