Replay Trading Simulator in ATAS

Modified on Tue, 22 Sep at 10:51 AM

Replay plays back real historical market data as if the market were moving right now. The chart is built bar by bar, the order book changes, the tape prints trades, and you can trade on a training account while this happens.

Use Replay to practice reading the chart, train entries and exits, test an idea on a specific trading day, or see how an indicator behaves without sending any orders to your broker.

What You Should Know Before You Start

Available Dates

Replay can play back only completed trading sessions. The current trading session cannot be replayed. The recording always ends at the close of the previous session.

Real-Time Data

While Replay is enabled, the whole platform window works according to the recording time. Real-time quotes and your real positions are not shown in this ATAS window. To trade live, exit Replay or open a second copy of ATAS.

Orders

All trades made in Replay go to the training account called Replay Account. Nothing is sent to the broker or exchange.

Connection

A broker connection is not required for Replay.

History Depth

The available history depends on the instrument, your subscription, and the selected data type.

Not Supported

Charts that work through dxFeed cannot be replayed.

The Replay Panel

Open Replay from the main ATAS window. The platform immediately switches to recording mode. No extra confirmation is required. A small control panel appears in the center of the screen. You can drag it anywhere. It stays above platform windows so it does not get hidden behind a chart. ATAS dialogs still open above it.

ButtonWhat it does
Select ModuleEnables window selection for Replay. While the button is active, clicking a window adds it to Replay or removes it from Replay. The arrow on the right opens the same list as a menu.
Mode buttonSets how you choose the segment to replay: Select bar, Select period, or Select date. The arrow on the right opens the list of modes and saved templates.
Reset to startRewinds to the beginning of the selected segment.
Play / PauseStarts and pauses playback.
Step forwardWhen playback is paused, builds one bar forward.
Go to real timeReturns windows to the state they were in when Replay was opened, so you can choose another bar, period, or date. It does not exit recording mode.
SpeedA list of predefined values from slowed-down 0.1x playback to faster playback.
SettingsOpens data type, repeat after finish, and template management settings.
?Opens this article.
xCloses Replay and returns all windows to current quotes.

The status line is shown below the buttons. Before playback starts, it tells you what to do next. During playback, it shows how much of the selected segment has already been played.

Windows are ATAS modules: Chart, SmartDOM, Heatmap, Smart Tape, and others. Replay can play a recording in several such windows at the same time.

Quick Start

One chart: the shortest path

  1. Click Select Module and then click the chart you want to replay.
  2. Click Select bar.
  3. Click the bar where playback should start.
  4. Click Play.

This is the complete basic scenario for one chart. The sections below describe the available options and details.

Step 1. Select Windows for Playback

When Replay opens, Select Module is already active, and the mode button is not available yet. The status line says: Select one or more modules for replay.

  • Click a window. A Replay mark appears in its header, and the window is checked in the list.
  • Click the same window again to remove it from Replay.
  • Click Select Module again to turn off selection. The selected windows remain selected, and you can work inside charts again, for example add indicators or change the timeframe.

While Select Module is active, clicks inside windows only select or deselect those windows. The window does not respond to other actions.

Windows that you did not select do not receive the recording at all. They remain empty until you add them to Replay.

If the workspace is empty, Replay first asks which window to open and then which instrument to use. After that, playback starts from this setup. If you close the selection window without choosing anything, Replay closes. Replay also closes if you close the last window where playback was running.

Step 2. Choose What to Replay

Replay has three modes. The available modes depend on what you selected in the first step.

ModeWhat it is forWhen it is available
Select barStart from any bar and move forward until the end of the available history.One chart is selected.
Select periodReplay a specific segment, for example the first hour after the open, a news release, or a strong price move.One chart is selected.
Select dateSet dates and times in the calendar. This is the only mode for several windows at once and the only mode for SmartDOM, Heatmap, Smart Tape, and other non-chart modules.Always available.

If several windows are selected, or if one selected window is not a chart, Replay automatically switches to Select date, and the other two modes become unavailable. Hover over an unavailable mode to see the tooltip: This mode is available only when one Chart module is selected.

Select Bar

Click Select bar and move the cursor over the chart. A vertical line follows the cursor. Click to place it on the required bar.

  • The chart is not cropped. Part of the chart is dimmed, and the dimmed area shows which segment will be replayed.
  • You can move the placed line with the mouse, like a regular vertical drawing line.
  • When the line is in the correct position, click Play.
  • If you pause playback, you can click Select bar again and choose another start point.

Select Period

This works in the same way, but you click twice: once for the beginning of the segment and once for the end. Playback runs strictly between these two points. You can move both borders with the mouse. Hover over the mode button to see the selected period.

Select Date

Click Select date to open the calendar. Set the start and end date and time, then confirm the selection.

  • If you close the window with Cancel or the close button, changes are not applied.
  • Hover over the mode button later to see the selected period.
  • The current day cannot be selected.

If you selected Select date while several windows are selected, the status line asks you to choose a window from the list. The selected period will be loaded into that window.

Status Line Hints

What is happeningHint
No window is selected yetSelect one or more modules for replay.
Select Module is turned off, and nothing is selectedClick Select Module to select modules for replay.
Select bar is active, but no start point is setClick the bar where replay should start.
Select period is active, but no period is setSelect a period on the chart for playback.
Select date is confirmed, but no window is selectedClick the module you want to replay.
Everything is readyClick Play to start replay.

Step 3. Choose the Data Type

Open settings to choose how detailed the recording should be. This setting has the strongest effect on loading time and computer load.


TypeWhat is replayedWhen to choose it
CandlesOnly bars. Best bid and ask prices are calculated approximately.Chart playback and indicators. This is the fastest option and loads the least data. It is suitable for most tasks.
TicksEvery trade. Best bid and ask prices are calculated approximately.Footprint and cluster charts, and Smart Tape.
Ticks and DOMEvery trade plus the full order book.Heatmap and SmartDOM. This loads the most data and takes the longest to start.

Heatmap and SmartDOM require order book data. If you select one of these windows, ATAS automatically switches the data type to Ticks and DOM and shows a notification. The type will not switch back automatically when you later want to replay a chart. Change it in settings if you need faster loading.

In Ticks and DOM mode, the platform processes every order book change, so playback can be noticeably slower at high speeds and during market open or close. If you only need to see price behavior over a long segment, choose Candles.

Step 4. Playback

Click Play. ATAS loads the selected segment. You can watch the loading progress on the indicator. After that, the chart starts to build.

  • You can change speed at any time, including during playback.
  • Pause stops the picture. While paused, Step forward builds one bar at a time. This is useful when you want to analyze a situation step by step.
  • Reset to start returns playback to the beginning of the segment.
  • Go to real time resets playback and returns windows to the state they were in when Replay was opened, so you can choose a new bar, period, or date.
  • Clicking the status line fast-forwards to that point. Fast-forward works with Candles and Ticks. In Ticks and DOM mode, a tooltip says that it is unavailable.
  • Repeat after finish in settings automatically starts the same segment again when it reaches the end. This is useful when you want to practice the same day many times.

The mark in the window header shows what is happening with that window:

Header markMeaning
ReplayThe window is selected.
ReplayPlayback is running.
No markThe window is not participating.

While playback is paused, you cannot change the selected window or open settings. Such changes would require the data to be loaded again.

The recording plays only forward. There is no step-back button, and the platform cannot rewind market data backward. To go through the segment again, click Reset to start.

Several Windows at Once

Select two or more windows in the first step, for example a chart, Heatmap, and SmartDOM for the same instrument. Replay will play the recording in them synchronously using the same clock. You do not need to enable anything else. This mode starts automatically as soon as more than one window is selected.

The only available mode in this case is Select date.

Trading in Replay

Replay includes a full training trading account.

  • Place orders the same way as in live trading: from the trading panel on the chart, from SmartDOM, or from the order book.
  • All trades go to Replay Account. Nothing is sent to the broker.
  • To analyze the result, open Trading Journal while Replay is still enabled and select Replay Account. Orders, trades, and statistics will be shown there.

There is one training account. A new training session overwrites the results of the previous one. Save anything you want to keep before starting the next session.

Orders in Replay are filled perfectly: at the specified price and immediately in full. In live trading, slippage, queue position in the order book, partial fills, and broker-specific behavior can affect execution. For this reason, training results should not be treated as proof that a strategy is profitable.

Templates

A template saves your Replay settings so you can return to them with one click.

  • Save the current settings from the mode button menu and enter a name. The template appears in the list.
  • The active template is marked with a checkmark. There is also a default template, which is active until you choose another one.
  • If you delete a template, settings return to their original values, and the checkmark moves to the default template.

Replay settings are also saved in the workspace. Open the workspace again, and Replay will return with the same mode, dates, and parameters that you configured.

Exiting Replay

Click x on the panel. Recording mode turns off, the panel disappears, and all windows return to current quotes.

Go to real time is not an exit. This button only resets the current playback so you can select another segment.

Troubleshooting

What happensWhat to do
Select bar and Select period are unavailableMore than one window is selected, or the selected window is not a chart. These two modes work only with one chart. Use Select date or remove the extra selected windows.
Heatmap shows only bubbles and best bid/ask linesThere is not enough order book data. Open settings and switch the data type to Ticks and DOM.
Nothing happens when you click PlayLook at the status line. It tells you which setup step is still missing. Until setup is complete, Play does not start playback.
Loading takes a very long timeOrder book data for several days is a large amount of data. Shorten the period, remove unnecessary windows, or switch to Candles.
The current day cannot be selectedThis is expected. Replay ends at the close of the previous trading session.
Clicking the chart selects the whole window and does nothing elseSelect Module is still active. Click it again to turn off window selection.
The instrument, timeframe, or indicators cannot be changedFirst turn off Select Module. Some changes require exiting Replay completely: close Replay with the x button, make the changes, and start Replay again.

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