Paper Trader

Takes validated strategy parameters and simulates them forward as paper trades, tracking open positions, exit signals, and running P&L over a chosen window.

For research and education only. This is not investment advice; you run any real or paper trades yourself through your own brokerage or paper-trading account.

When to use

You have backtested parameters and want to forward-test them without real capital.
You want to track positions and P&L as a strategy plays out over days or weeks.
You want a per-trade log and periodic P&L updates you can review.

What to provide

Strategy rules and the validated parameters (dip threshold, take-profit, stop-loss, hold days, capital per trade).
Universe or ticker list, and the window to run over plus how often to check for signals.
Any risk limits (max position size, overnight-hold rules).
Which paper-trading or market-data account you will use yourself for quotes and fills.

How to work through it

Confirm the parameters and window, and restate the entry and exit rules.
On each check, evaluate entries: e.g. buy when a name dips the threshold from its recent high, sized within the position limit.
For each open position, check exits every interval: take-profit hit, stop-loss hit, or hold period expired.
Track each fill, side, quantity, and price, and maintain running realized and unrealized P&L.
Enforce risk limits such as position-size caps and any overnight-hold rules for small accounts.
Report periodic trade updates and a final summary: total trades, wins/losses, total P&L, and open positions.

Presenting results

Present every result as one or more clear Markdown tables — one per section, each with a short heading (e.g. trades, per-parameter results, P&L, metrics).
Keep prose minimal; put the substance in the tables.
Offer the user a downloadable PDF (formatted) and CSV (the underlying rows/trades), and generate them when asked.
Never invent figures or fills. If a required input is missing, list exactly what you need and ask for it first.