Deterministic by design
The seed is derived from the instrument, exchange, date range, timeframe and requested pattern — the same request always rebuilds the exact same session, for you and for everyone you share it with.
20+ exchanges worldwideAny market. Any date range.
Any market. Any date range.
Tick by tick, in seconds.
TickForge is a practice terminal for chart readers. Choose a country, an exchange and an instrument, set a date range, and watch candles form live on that market's own clock — with the patterns you are training on marked the moment they appear.
- Timeframes
- 1s → 1M
- Patterns
- 40+
- Replay speed
- 1x–500x
NSE:RELIANCE · 14 Aug · 1sreplaying
The engine
A synthetic market that behaves like the real one
No vendor feed, no waiting on data downloads. The generator models the session itself — and because it is seeded from your request, the chart you shared with a student last month is the same chart they open today.
Calibrated to the real instrument
Each name carries researched volatility, gap behaviour, spread and volume character, and its spot is re-anchored to the real market every weekend, so a Tokyo bank and a US megacap never move alike.
Live-forming candles
Bars build tick by tick — wicking up and down until the bucket closes — while older candles roll left off the screen, exactly like watching an open market.
Market microstructure
Volatility clustering, self-exciting news jumps, widening spreads, block prints, liquidity vacuums and stop-hunt wicks around round numbers, on each exchange's own session curve.
Markets
Practise the instrument you actually trade
Indices and large caps across India, North America, Europe, Asia-Pacific, Latin America, the Middle East and Africa — each on its own session hours, currency and tick size, with spot anchored near the real market.
Country → exchange → instrument
Pick India (NSE, BSE), the US (NASDAQ, NYSE), Canada, the UK, Germany, France, Netherlands, Switzerland, Japan, Hong Kong, China, Korea, Taiwan, Singapore, Australia, Brazil, Saudi Arabia or South Africa — then its indices and large caps.
Each market's own clock
Session length, bar buckets and replay timestamps follow the selected exchange's local open and close, including the Tokyo, Hong Kong and mainland China lunch breaks.
Weekly spot calibration
Spot anchors refresh every Saturday morning once every exchange has closed its week, so charts stay near the real end-of-week close — and identical for every user through the week.
Local currency and locale
Prices, tick sizes and formatting render in the exchange's own currency and number conventions — ₹, $, £, €, ¥, HK$, ₩, S$, A$, R$ and more.
Patterns
Marked live, explained on hover
Put the patterns you are drilling on a watchlist and they get outlined the instant they complete. Pin any hit from the live feed to keep it on the chart, hover it for a plain-English note on what the structure signals, or inject a specific pattern and have the engine build a realistic session around it.
Reversals
- Head & Shoulders
- Inverse H&S
- Double Top / Bottom
- Triple Top / Bottom
- Rounding Bottom
- Diamond Top / Bottom
Continuations
- Symmetrical Triangle
- Ascending / Descending Triangle
- Flags & Pennants
- Cup and Handle
- Rectangles
- Price Channels
Candlesticks
- Marubozu
- Doji family
- Hammer / Shooting Star
- Engulfing
- Morning / Evening Star
- Three White Soldiers
Advanced
- Gartley · Bat · Butterfly
- Crab · Shark · Cypher
- Elliott Wave (5-3)
- Wyckoff phases
- Breakaway / Exhaustion gaps
- V-shape recovery
Strategy simulation
Build a rulebook, then drill it tick by tick
Stack your own AND/OR conditions — price versus EMA, SMA or VWAP, RSI and ATR bands, volume surges, body and wick ratios, crosses, rising and falling streaks — save them to your account, and see every trigger marked on the chart as the replay runs. Then simulate the rulebook with stops, targets, slippage and costs.
- Signal sources: pattern watchlist, indicators or your saved strategy
- Equity curve, drawdown and full trade log
- Reproducible sessions, so rule changes are the only variable
- Simulated results on synthetic data — a training gym, not a historical backtest
Win rate
58.4%
Expectancy
+0.42R
Max DD
-6.1%
Sharpe
1.87
Illustrative figures from a sample simulated run on synthetic data. Your results depend on your rules and are not a forecast of real trading outcomes.
Forge your first session
Pick a country, an exchange and an instrument, set your dates, and watch a market come to life one tick at a time.