Generate a chart → detect signals → approve → paper-fill.
This page runs the real marketpulse/engine in your browser — the same
zero-dependency indicator & detector code that ships with unit tests. Pick a scenario, run the detectors,
then click Trade on a signal to raise a multi-channel alert and place a paper order.
Paper simulation only. Synthetic data, a fake broker, no real money and no market
connection. This is a demonstration of the signal→alert→order pipeline, not trading advice.
Chart
up bardown bar▲ long signal▼ short signalharmonic X-A-B-C-D
Signals
Bar
Detector
Side
Strength
Entry
Stop
Target
R:R
Run the detectors to see signals.
Backtest
Walks every bar forward (no look-ahead), sizes each entry by risk %, and manages
bracket exits (stop / first target). Strategy = active detectors above ≥ min-strength. This is a toy backtest on
synthetic data — naive single-indicator strategies usually lose after costs; that's the point of confluence (docs/06 §2).
Paper account mode: PAPER
$100,000
Equity
0.00%
Return
$0
Realised P&L
$0
Unrealised
% of equity
Position size = (equity × risk%) ÷ distance-to-stop, per docs/06.