Documentation
Everything runs in the browser — no install, no data contracts.
Getting started
Open the terminal — it works signed-out with live public market data. Create an account to persist drawings, alerts, watchlists, and workspaces across devices. Press ⌘K for the command palette; type a ticker anywhere to switch symbols.
Charting
The chart is our own stack — self-hosted on the open-source Lightweight Charts renderer, with first-party analytics on top: 23 indicators (registry-driven picker), multi-pane oscillators, log/percent scales, session breaks, countdown-to-bar-close, and a deep Volume Profile computed server-side over our full stored history (POC/VAH/VAL lines).
Drawing tools: trendline, ray, extended line, horizontal/vertical line, parallel channel, fib retracement + extension, rectangle, text, measure — magnet snapping to OHLC, all persisted per symbol when signed in. Right-click the chart for quick actions: set an alert at the cursor price, drop a level, or export a watermarked PNG snapshot.
Bar replay: enter the Time Machine from the toolbar, scrub by date or step bar-by-bar at the active timeframe. Indicators recompute honestly as bars arrive — nothing repaints.
Alerts
Alerts run server-side against live tick channels — your browser doesn't need to stay open. Three condition kinds: price (above/below a level — draggable directly on the chart), RSI-14 on any stored timeframe, and day move % from the UTC day open.
One-shot alerts disarm on fire; recurring alerts re-arm after a cooldown you choose. Every fire is logged to your history tab and can raise a browser notification when the tab is hidden. Float equality ("price == X") is deliberately unsupported — an alert that can never fire is a lie.
Strategy Lab
Visual backtesting over our stored history, entirely in your browser. Rules from the indicator engine (MA cross, RSI reversion, MACD momentum + parameters), with honest fills: signals on bar close, entries at next open, pessimistic stop fills, fees both sides, adverse slippage on every fill.
Results: equity vs buy & hold, underwater drawdown chart, trade ledger with CSV export, and a walk-forward strip that runs your rules over sequential out-of-sample windows — a strategy that only worked in one regime fails loudly.
Data provenance (SIM/LIVE badges)
Every data-bearing widget shows where its data came from. A green LIVE chip names the venue (e.g. coinbase). An amber SIM chip means simulated or generated data — shown honestly instead of silently. AI answers carry a source stamp too: quantz-llm means it was generated on our own hardware.
Anything that can change before a bar closes carries a forming/confirmed state, and backtests only ever consume confirmed, causal data.
Coming from Pine Script?
We deliberately didn't clone Pine. The Strategy Lab is the answer: where Pine makes you write code to test "EMA cross with a 5% stop", the Lab is a visual rule builder over the same indicator engine the chart uses — instant, no compile step, no separate language to learn.
Pine ta.crossover(ema12, ema26) → Lab: MA Cross template, fast=12, slow=26. Pine strategy.exit stop=… → Lab: Stop % field. Pine input.int → the parameter fields on every template.