wickchart-paper

Paper trading for wickchart, as an opt-in plugin — place orders while wickchart-replay plays the tape forward, watch them fill at honest prices, and see the session's equity curve docked under the chart. Zero dependencies, zero core changes: the engine is plain data in / data out, driven from the chart's public wick:replay events and rendered through the layer API.

npm install wickchart wickchart-replay wickchart-paper

import 'wickchart';
import { attachReplay } from 'wickchart-replay';
import { attachPaper } from 'wickchart-paper';

const chart = document.querySelector('wick-chart');
const replay = attachReplay(chart);
const paper = attachPaper(chart, { cash: 10000, fee: 0.0004 });

replay.start();          // ~70% into the data, future hidden
paper.buy(1);            // queued — fills at the NEXT bar's open
paper.buyLimit(95, 1);   // working until a bar trades through it
paper.flatten();         // market-close the whole position
replay.play(8);          // watch the fills and the equity curve

paper.stats;             // equity, realized, trades, winRate, maxDD, series
paper.detach();

The open position mirrors onto the core positions API (addPosition) — an entry line with a live P&L readout on the price chart itself. Fills draw as dots on the equity curve.

The honesty contract

• An order placed while paused at bar N fills during bar N+1 — you can never trade a close you have already seen.
• Market orders fill at the next bar's open.
• Limit orders fill at the limit, or at the open when the open gaps through it — the better price for the taker, never worse.
• Equity is marked at each bar's close: cash + qty × close; peak and max drawdown are tracked off that series.
• Seeking the replay backwards (or looping) resets the session — equity restarts from the new anchor.

Accounting

Signed quantities net and flip (sell 5 against a long of 2 closes it and opens a short of 3; the flip's fee splits proportionally between the closed trade and the new position). Adds average the entry. Fees (fee — a fraction of fill notional, e.g. 0.0004 = 4 bps) come off cash per fill.

API

attachPaper(chart, { cash = 10000, fee = 0, dock = 44 }) returns the controller:

| Method | Meaning | | ------ | -------------------------------------------------------------- | | buy(qty) / sell(qty) | queue a market order (fills next open) | | buyLimit(price, qty) / sellLimit(price, qty) | working limit orders | | cancel(id) | remove a working order | | flatten() | queue a market order that exactly closes the position | | reset(time?) | restore the starting account | | stats | { cash, position, realized, trades, wins, winRate, maxDD, series, … } | | detach() | unsync and remove the strip |

Events on the chart (wick:paper): order, fill, close, cancel, reset — the detail carries the affected object plus the live position, realized P&L and equity.

The pure engine (PaperModel) is a separate import with no DOM and no chart: import { PaperModel } from 'wickchart-paper/core' — useful for backtesting strategies directly against arrays of bars.

MIT.