Replay setup screen: contract, session, context history, blind mode

The Replay setup screen prepares a tick-by-tick replay of a past CME session: choose a contract, a closed session day (or a random hidden one), how many prior sessions to load as context, then Load session. A second mode on the same screen launches the automatic backtest.

Senzoukria · Documentation · Updated September 2026

Where to find it

Where
Sz menu → Replay (route /replay); workspace tabs Prepare / Results; modes Manual replay / Automatic backtest
Defaults
Contract MNQ front month (or the journal prefill), session = yesterday, context history 1 session, date visible
Date picker
"Choose a session" calendar: weekends and days after yesterday are disabled; a footer button jumps to the latest closed day
Random session
Draws a session at random from the last 6 months and hides its date; the header then shows "hidden day"

What it does

The screen title reads "Replay — Replay a past CME session tick by tick — same chart, same indicators, same tools as live." The left rail shows the market clock (refreshed every minute, Chicago time) and, when no broker profile exists, a "Local data" card explaining what works offline with a "Connect a broker" button. The right side holds the contract grid grouped as Indices, Energy, Metals, Rates, Currencies, Grains, Livestock and Crypto (CME futures), with a search box.

"Session to replay" is a date button that opens the calendar; the maximum is yesterday, since a session must be closed. "Random session" picks a weekday within the last six months and switches the button to a blind icon with the notice "Session drawn at random — its date will stay hidden during the replay. That is what separates practising from grading yourself on an exam whose answers you have already seen."

"Context history" offers None, 1 session, 3 sessions or 7 sessions: the sessions loaded before the one you replay so that volume profile, POC and extremes are already in place at start, just like live. Each extra session lengthens the load by as much. The summary block repeats Contract, Session and Context before the footer: "A full session is a few million ticks — the first load takes 30 to 60 seconds. No order book: the broker's tick history only contains transactions."

Settings

Controls of the manual replay setup and their defaults
SettingDefaultWhat it changes
ContractFirst MNQ entry of the Rithmic catalogue, or the journal prefillSymbol, CME exchange code and tick size (0.25 when the catalogue has no hint) passed to the loader
Session to replayYesterday (local date)ISO day drained from the broker or read from disk; weekends and future days are disabled
Random sessionOffRandom weekday in the last 6 months; sets blind mode and closes the calendar
Context history1 session0, 1, 3 or 7 prior sessions loaded before the replayed one
ModeManual replay"Manual replay — One session, tick by tick — you trade" or "Automatic backtest — Months of bars — your strategy runs on its own"
WorkspacePreparePrepare or Results; the results tab shows the report of the last backtest
Backtest assistantClosedToggles the assistant that reads your backtest statistics

How to use it

  • Arriving from the journal ("Review in Replay") pre-selects the contract and day: "Prepared from your journal: {symbol}, session of {day}". If that session is not closed yet, the latest closed session is selected instead and a hint says so.
  • Without a broker profile, Load session is enabled only when the selected symbol and day are already on disk; the tooltip explains that nothing has been downloaded for the instrument otherwise.
  • During the replay the header shows "{symbol} · {day}" or "{symbol} · hidden day"; the back button "Back to setup — pick another contract or another day" returns here.
  • Sessions already on disk are listed in their own card with replay, export and delete actions (see Sessions on disk).

Limits and pitfalls

  • Only closed sessions can be replayed; today is never selectable.
  • The random draw avoids weekends but not exchange holidays; a drawn holiday loads an empty or short session.
  • The first load of a session pulls a few million ticks from the broker and takes 30 to 60 seconds; a session on disk loads without a broker.
  • No order book is replayed: DOM and heatmap depth are not part of tick history.
  • Automatic backtest trades the simulated evaluation account only — never your broker.
  • Two strings of the calendar panel are still hard-coded in French (the footer button and the weekend tooltip); they do not follow the interface language.

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Frequently asked questions

Why can I not pick today's session?
The calendar maximum is yesterday: a replay needs a closed session, and the picker also disables Saturdays and Sundays because the CME does not quote then.
What does Context history cost?
Each extra session is another full drain before the replayed one; 7 sessions means roughly eight times the load of a single session.
How do I hide the date?
Click "Random session": a weekday in the last six months is drawn, the date button switches to a blind icon and the replay header shows "hidden day".

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