simply-fxBOT STUDIO

YOUR RULES. A CLEARER PICTURE.

Build your bot.
See every decision.

Change a rule. Compare a plan. Rehearse every decision before going live.

Local preview · nothing submitted
Simulation workspaceSynthetic market data. Example balance. No orders or account connection.
——Synthetic fixture · not current
Pinned plan reference—
B
Working planPin a baseline to compare your decisions.
01 / SEE THE SETUP

A plan you can see.

Your target and stop, mapped against the market.

SYNTHETIC
Drag target or stop. Fine-tune with the controls.SVG · interactive
Tap to edit

Settings change the illustration, not the market.

Move over a candle, tap, or use the left and right arrow keys to inspect.

Net at target

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After assumed costs

Planned stop cost

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Not a guaranteed maximum

Net reward / risk

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Outcome ratio, not odds

Account at stop

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Of the total example balance

See the numbers behind this plan
One long spot position. USD values. Fees and slippage are editable assumptions.
MeasureValueBasis
Trace costs & combined exposureOpen breakdown
FROM GROSS TO NET

What reaches your balance?

The execution-price effect uses your slippage assumption. Loaded-book estimates are separate—not charged again in this ledger.

Read the exact amounts
Cost ledger in USD
ComponentAmount
ALL SLOTS, TOGETHER

One shared budget.

Cash needed for all slots
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Remaining bot cash
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Combined planned stop cost
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Session loss budget
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Planned stop cost is not a guaranteed maximum. Existing account positions and other bots are not connected.

MARKET LENS / CONTEXT, NOT A SIGNAL

Let the market inform the limits.

Spread check

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Comparing the observed spread with your entry filter.

Your order size

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Walking the loaded asks for your selected quote budget.

Stop & movement

CONTEXT
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Comparing your stop distance with observed candle movement.

Synthetic snapshots · current resting orders are not future liquidity.

Check the other side of the tradeEntry / exit
BUY AGAINST LOADED ASKS

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Waiting for the order-book sample.

SELL BACK AGAINST LOADED BIDS

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The same hypothetical quantity and snapshot.

A same-snapshot illustration, excluding fees and latency. Today's bids do not predict liquidity at a future exit.

When would your market filters block entries?Observation memory

✓ Within filters× Blocked· Unobserved
Select an interval to inspect its recorded sample.

Changing size or thresholds rechecks recorded books. No order-book history is inferred from candles.

See the trade-off. Keep the uncertainty. Every outcome here is conditional on the assumptions you choose. Market observations are not buy or sell signals. Your full position value remains exposed; actual losses may exceed the planned stop. This workspace cannot trade or transfer money.

Position —Planned stop —Net target —
01 / 05Market & entry filters
ONE MARKET, ONE CLEAR PLAN

Choose a market.

The demo universe contains synthetic fixtures. Prices are not current.
KNOW WHAT YOU ARE LOOKING AT

Market data, clearly labeled.

Settings always remain a local preview. Only the source of market observations changes.

Observation state
Synthetic market
Catalogue
Demo fixtures
Order-book integrity
Fixture only
Configuration storage
This browser only

Switching sources resets the reference. Missing live data is never replaced by a demo value.
MARKET LENS / RIGHT WHERE YOU NEED IT

A closer look at your entry.

Quote budget—
Estimated loaded fill—
Bid share · loaded ±50 bps—
Taker buy share · observed—

Liquidity around the midpoint

Cumulative quote value · loaded P0 price levels only

Who crossed the spread?

Executed taker buys and sells · last 5 minutes

Inspect a price level or flow bin. Hatched areas have not been observed.
SYNTHETIC SNAPSHOT

The demo is a fixture, not the current market.

The size estimate consumes the displayed asks up to your quote budget. “Beyond best ask” excludes the initial spread; midpoint impact includes it. Fees, latency and future changes are excluded. An incomplete sample never produces a complete-fill claim.
YOUR CONFIGURATION, PORTABLE

Draft tools.

Export includes explicit units, assumptions and a preview-only flag. It contains no credentials. Imported files are validated before use. Draft actions can be undone during this visit.
THE MATH AND THE BOUNDARIES

Understand your plan.

One denominator per setting

Allocation is a percentage of the total example balance. Trade size is a percentage of the allocated bot capital. Fees are added to the entry notional, so a 100% position cannot fit with a positive entry fee.

The original 50% allocation and 5% of total per trade are represented here as 50% allocation and 10% of the bot budget per trade.

A net outcome, not a promise

Buy fill = reference × (1 + adverse slippage). Quantity = entry notional ÷ buy fill. Sell fill = reference × (1 + target or stop move) × (1 − adverse slippage). Net outcome subtracts both entry and exit fees.

Targets and stops are trigger references, not guaranteed fills. A stop does not cap the full economic loss.

What the market can tell you

Spread is 10,000 × (ask − bid) ÷ midpoint. Loaded depth is the sum of price × quantity within ±50 basis points. One basis point is 0.01%. Book checksums cover the nearest 25 levels per side, not the full market.

“Mean true range” is a simple average of 14 consecutive closed candles, including gaps from the previous close. It is not Wilder ATR, a future volatility estimate or a recommended stop distance.

What the scenario actually does

The selected sequence supplies the outcome of each sequential position in one hypothetical session. Positive net profit can be routed to funding after recovering earlier losses. Fees and slippage remain fixed assumptions.

Before each new entry, the model checks available cash, account-risk cap, remaining cumulative realized-loss budget and bot-linked peak drawdown. Profits do not reset the session loss budget. Gaps can overshoot limits after admission.

Cash, profit and drawdown

Funding transfers do not create profit. Account equity = outside-bot cash + bot cash + funding. The drawdown gate uses the peak of bot cash plus funding, so an internal transfer does not create a false drawdown.

Concurrent slots are a capital and stop-exposure illustration. The sequential scenario does not model simultaneous open positions or intratrade unrealized losses.

What is not implemented

No exchange account, entry signal, strategy execution, authenticated save endpoint, order placement, funding transfer, exchange precision rules or real bot deployment is connected. Live observations only change market context.

The values are educational software examples, not a personalized trading recommendation. The preview uses floating-point display math; a real execution backend needs exchange-aware decimal accounting and independent risk checks.

Risk-linked editing & comparison

Fixed planned stop cost adjusts the position size, rounding down to the 0.05 percentage-point increment. Cash, account-risk and session-budget reservations can force a smaller size. No risk cap is raised automatically.

Draft A freezes a reference, account baseline and candle sample. Draft B is evaluated on that common basis; the comparison never estimates a win probability.

Behaviour replay is a different model

The event rehearsal uses fixed synthetic price points, not the supplied win/loss sequence. It admits concurrent positions, includes partial fills, reserves planned risk and leaves unfilled stop-limit positions exposed. The arithmetic Scenario Lab remains a separate conditional-outcome illustration.

Observation memory is a five-minute foreground sample. The demo history is labeled synthetic; public gaps remain unknown.

ACCESSIBLE CONTROLS

Use the number fields or sliders for every setting. On chart handles, arrow keys move by 0.05 percentage points; Shift moves by 0.5. Home and End select bounds. Chart arrow keys inspect points. Motion follows your device’s reduced-motion preference.
ONE MARKET SNAPSHOT. TWO DECISIONS.

Keep the trade-off in view.

Pin the working plan as Draft A, then change settings to create Draft B.
ONE DECISION, WITH ITS CONSEQUENCES

Give this setting your focus.

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Position—
Planned stop—
Net target—

Changes update the working plan. Closing this editor does not activate anything.
SYNTHETIC EVENTS / NOT A BACKTEST

See why the bot acts—or waits.

Scripted price observations and entry signals. Your rules decide admissions, exits and pauses. No orders are submitted—even with public data selected.

SYNTHETIC PATH
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Marked account equity—
Realized net—
Unrealized mark—
Open positions—

Equity includes positions marked at the scripted price, before their future exit costs. Open positions are not silently liquidated at the end.