Skip to content
Back to App

Market Replay

Market replay is the core technology behind TestMax. Instead of paper trading on live markets where you have no control over timing, TestMax lets you replay any historical trading session at any speed. You see real price action unfold bar by bar, place orders, and get fills against actual historical prices.

How replay works

TestMax stores historical market data at 1-second resolution for every supported instrument. When you select a date and press Play, the platform feeds this data to the chart one bar at a time, simulating the experience of watching a live market.

Here is what happens under the hood:

  1. Data loading — When you select a date, TestMax loads the full session of 1-second price data for that instrument and day.
  2. Aggregation — The raw 1-second data is aggregated into the timeframe you selected (1m, 5m, 15m, etc.). Each candle is built from the underlying 1-second ticks.
  3. Playback — As the replay runs, new candles are formed and delivered to the chart. The current candle updates in real time as each 1-second tick is processed, just like a live market feed.
  4. Order evaluation — On every tick, pending orders (limit, stop, bracket) are checked against the current price. If the fill condition is met, the order executes at the historical price.
  5. P&L calculation — Open positions are marked to market on every tick, and your unrealized P&L updates continuously.

Supported instruments

TestMax supports futures contracts and forex pairs across multiple asset classes.

Futures

SymbolNameExchangeTick SizeTick ValueTrading Hours (ET)
NQNasdaq 100 E-miniCME0.25$5.00Sun 6pm - Fri 5pm
ESS&P 500 E-miniCME0.25$12.50Sun 6pm - Fri 5pm
GCGold FuturesCOMEX0.10$10.00Sun 6pm - Fri 5pm
CLCrude Oil FuturesNYMEX0.01$10.00Sun 6pm - Fri 5pm

Forex

SymbolNameTick SizeTick ValueTrading Hours (ET)
EURUSDEuro / US Dollar0.00005$5.00Sun 5pm - Fri 5pm

Choosing an instrument

Each instrument has its own personality and price behavior:

  • NQ (Nasdaq 100) — Highly liquid, tends to trend during the US cash session (9:30am - 4:00pm ET). Popular for momentum and trend-following strategies. Relatively high volatility with clean price action.
  • ES (S&P 500) — The most liquid futures contract in the world. Smoother than NQ with less volatility per tick. Ideal for beginners and strategies that require tight spreads.
  • GC (Gold) — Reacts strongly to macroeconomic events, US dollar movements, and geopolitical tensions. Often used by traders who prefer slower, more deliberate moves with occasional sharp spikes.
  • CL (Crude Oil) — Volatile and news-driven, especially around weekly inventory reports (Wednesdays at 10:30am ET). High reward potential but requires careful risk management.
  • EURUSD — The most traded forex pair globally. Active during the European session (2:00am - 12:00pm ET) and the London-New York overlap (8:00am - 12:00pm ET). Good for traders learning forex price action.

Timeframes

TestMax supports multiple chart timeframes, each built by aggregating the underlying 1-second data.

TimeframeCandle DurationBest For
1s1 secondUltra-precise tick analysis, studying order flow
1m1 minuteScalping, micro price action, tape reading practice
5m5 minutesDay trading, intraday setups, most popular timeframe
15m15 minutesIntraday swing trades, cleaner structure
30m30 minutesLarger intraday moves, less noise
1h1 hourIntraday to multi-day context
4h4 hoursMulti-day context and swing trading
1D1 dayDaily structure, support/resistance levels

Context timeframes

Experienced traders often use multiple timeframes simultaneously. A common approach:

  • Higher timeframe (1h or 4h) for directional bias and key levels
  • Trading timeframe (5m or 15m) for entry signals
  • Lower timeframe (1m) for precise entry timing

Pro users can set up multi-chart layouts to view all three timeframes at once. See Charts & Drawing Tools for details on multi-chart configuration.

Playback controls

Play and Pause

Press the Play button or hit Space to start the replay. Candles form in real time at the selected speed. Press again to pause. When paused, the market is frozen and you can analyze the chart, draw lines, configure orders, or review your position.

Step forward

Press the Step button or hit the right arrow key to advance exactly one candle. This only works when the replay is paused. Stepping is essential for deliberate practice — it forces you to analyze and make decisions before seeing what happens next.

Speed control

The speed slider adjusts how fast the replay runs, measured as a multiple of real time.

SpeedDescriptionUse Case
1xReal-timeExperience the session exactly as it happened. Feel the real pace of the market.
2x - 5xModerate fast-forwardSpeed through slow periods while still being able to react and trade.
10xFast-forwardCover a full session quickly. Good for scanning for setups.
25xRapidQuickly advance to a specific time period or area of interest.
50xMaximum (Pro)Blitz through sessions for rapid pattern recognition. Best used with pausing at key moments.

Speed recommendations by activity

Use 1x to 2x speed with frequent pausing and stepping. This simulates a live trading experience and builds real-time decision-making skills.

Selecting dates

Date picker

Click the date picker in the top bar to open a calendar view. Available dates are highlighted — click any highlighted date to load that session. Dates without data are grayed out.

What to look for when picking dates

Not all trading days are created equal. Here are some types of sessions to seek out for practice:

  • Trending days — Strong directional moves. Great for practicing trend-following entries and trailing stops.
  • Range-bound days — Price oscillates between support and resistance. Practice fading extremes and managing entries within the range.
  • High-volatility events — Days with FOMC announcements, CPI releases, or earnings reactions. Practice trading around news events and managing fast-moving markets.
  • Low-volatility grinds — Quiet sessions where price barely moves. Practice patience, avoiding overtrading, and recognizing when to sit out.

Data availability

  • Free accounts — Access to a curated selection of dates across available instruments. The selection is designed to cover a variety of market conditions.
  • Pro accounts — Full access to the complete historical archive, spanning years of data across all instruments.

Replay and order execution

During replay, orders interact with the historical data stream exactly as they would in a live market:

  • Market orders fill immediately at the current bid (for sells) or ask (for buys)
  • Limit orders fill when the price reaches or crosses through the limit price
  • Stop orders trigger when the price reaches the stop level, then fill as a market order
  • Bracket orders manage both the stop loss and take profit automatically — whichever level is hit first triggers, and the other is canceled

Because orders are evaluated against real 1-second tick data (regardless of your chart timeframe), fills are realistic. A limit order set 2 ticks below the current price will fill if the real 1-second data shows price trading at or through that level — even if the higher-timeframe candle does not make it obvious.

Tips for effective replay practice

Start with one instrument

Pick a single instrument and replay it repeatedly across many different dates. Learning the personality of one market deeply is more valuable than surface-level exposure to many markets. Most professional traders specialize in one or two instruments.

Log your observations

As you replay sessions, take notes on what you observe. What time did the best move happen? What did the price structure look like before the breakout? Use the Trade Journal to record these observations for later review.

Replay your own bad trades

When you have a losing session, replay the same date again. This time, study where you went wrong and try to make better decisions. Replaying losing sessions is one of the fastest ways to improve.

Vary the speed within a session

Do not set one speed and leave it. Professionals use high speed to scan, then slow down or step when they spot a potential trade. This mixed-pace approach mirrors the rhythm of real trading — long stretches of waiting punctuated by moments of action.

Next steps