Notes from the desk.
Replay mechanics, fill-engine internals, scanner research, and what we're building next.
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Bar Replay vs. a Real Replay Desk: What Each One Can Actually Teach You
· tools · practice · execution
Chart replay tools and execution replay desks solve different problems. Knowing which problem you have saves you months of practicing the wrong thing.
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Slippage Has Three Sources, and They Need Three Different Fixes
· execution · slippage · fills
One slippage number tells you nothing. Split it into chasing, late entry, and spillover, and each piece points at a specific thing you did wrong.
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Why Paper-Trading Fills Lie
· execution · paper-trading · fills
Paper trading fills you at the price you asked for. Real markets don't. Here's the specific machinery a paper account skips, and what it does to your read of your own edge.
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Why Your Limit Order Didn't Fill
· execution · order-types · fills
The price touched your limit. Shares printed there. You got nothing. The answer is queue position, and it's the least understood mechanic in day trading.