See how a strategy holds up on new market data

What forward testing is

A backtest shows how rules would have behaved in the past. Forward testing keeps applying the same rules, with the same engine, to new candles as the market moves — daily or intraday — and records each hypothetical trade with the rule that caused it. No order is ever sent to a broker and no money is involved: it’s a strategy-validation tool, not a trading account, game or contest, and every result is labelled hypothetical.

What it’s for

• Checking a strategy on data it has never seen, not just the history it was built on
• Spotting when results drift from what the backtest suggested
• Catching rule or setup mistakes before connecting a broker for live trading

What it models

• A notional capital you choose, used only to size hypothetical trades
• Hypothetical fills with the same fee and slippage assumptions as backtesting
• Stop-loss, target and trailing-stop exits — checked automatically about every 5 minutes during market hours
• Limit entries (a % from the signal price or a fixed ₹ price) that rest until they fill or the day ends
• Intraday rules on 1m to 4H candles, with entry and exit times, “no new entries after” and an automatic square-off
• Every hypothetical trade explained: the rule that fired, the exit reason and the price

Hypothetical results have real limits: they assume fills at modelled prices, ignore liquidity and order-book effects, and don’t guarantee how the strategy will perform live. See our Risk Disclosure.

Controls

Each forward test can be paused, resumed or stopped on its own, and you can start a fresh one at any time for a new evaluation period. Press Sync to catch up immediately; otherwise it keeps itself up to date during market hours.