BarDrill turns a past US stock trading day into a practice session. You see bars as they are released, place virtual orders and review the result against rules set before your first fill. Start by deciding what you want to practice. The controls matter, but a clear purpose makes the review useful.
Choose a day or hide the context
Pick a stock and an available historical date, or start a blind drill. In a blind drill, the ticker and date stay hidden until the end. You still work with the price action in front of you, but cannot use the displayed identity of the session as a shortcut.
Times are US Eastern Time, shown as ET. Do not assume the clock follows your device's local timezone. The underlying data consists of historical 1-minute bars with open, high, low, close and volume. The server releases them one step at a time; future bars are not visible during the session.
A familiar chart can still trigger a memory. If you recognize a day, keep that in mind when reviewing your decisions. Hiding a label does not make a known outcome unknown again.
Set the rules before the first fill
The default virtual account is $25,000. Maximum risk per trade is 1%, maximum daily loss is 3%, and the trade limit is 3. The chasing threshold is 1.5% from VWAP. Default slippage is $0.01 per share, with commission of $0.005 per share and a $1 minimum.
You can edit these settings before the first fill. They then lock for that session. Choose values for the exercise deliberately; the defaults are simulation settings, not recommended limits for your finances or a statement of brokerage requirements.
The lock keeps the assessment consistent. Raising a loss limit after a difficult trade would change the question the session was supposed to answer. You can choose different settings before the first fill of another session. A score always needs to be read alongside the rules used to produce it.
Control the pace and chart
Use play to advance automatically, pause to stop playback or next bar to move forward one step. Available speeds are 1, 2, 4 and 10 bars per second. A higher speed compresses the exercise; it does not turn minute bars into tick data.
Choose a chart timeframe of 1, 2, 5 or 15 minutes. The yellow line is VWAP, the volume-weighted average price. Volume is also displayed. Changing the chart timeframe changes the view, while the replay still relies on historical 1-minute bars.
Pause when you need to inspect a decision. You can review a prospective entry, stop and target without racing the playback. That convenience is part of the practice environment, and a difference to remember when comparing it with a live market that cannot be paused.
Build the order before submitting it
Choose buy for a long position or short for a short position. Select a market, limit or stop order. You can attach a stop loss and take profit to each order. These are optional in the interface, but entering without a stop costs discipline points.
For a long trade, a protective stop belongs below the entry and a target above it. For a short trade, the directions reverse. A stop entry order and a protective stop loss serve different purposes: one opens a trade when triggered, while the other is intended to exit a position.
Before placing the order, inspect the live preview. It shows dollar risk, the percentage of the account at risk, potential reward and the risk to reward ratio. These are planning figures inside the model. They are not a promise that an actual order would execute at the same price.
Size from the stop distance
The "Size to my risk" button calculates the share count using your stop distance and risk limit. Set the stop first. Without a defined distance to the stop, the button lacks the basis for that calculation.
For a simple illustration, a $25,000 account at 1% gives a $250 risk budget. A $0.50 distance corresponds to 500 shares before considering execution costs or other model effects. This arithmetic explains the relationship, not a recommendation to use that position size. Check the actual preview rather than assuming the example describes every fill.
A wider stop requires fewer shares for the same risk budget. Moving the stop farther away after entry changes the risk you accepted. BarDrill flags that behavior instead of treating a later profitable exit as proof that the change was sound.
Know how the simulated fills work
Market orders fill at the next bar's open plus slippage. The current displayed price is therefore not necessarily the execution price. The order must reach the next bar before that modeled fill occurs.
Limit orders fill at the open if the price has already passed the limit. Otherwise, they fill at the limit price when the bar touches it. Stop orders trigger when touched, plus slippage. These rules model execution from bar data; they do not recreate a real order queue.
If both the stop and target are touched in the same bar, BarDrill assumes the stop was hit first. This is a conservative convention, not evidence of the actual order of prices inside that minute. There is no Level 2 or tick data to resolve that sequence.
You can add to a position, move the stop or target and close the position. Those actions can affect both the trade result and the discipline review. An available control is not an endorsement of every possible use of it.
Read all eight discipline rules
The score begins at 100 and is reported on a 0 to 100 scale. Each recorded rule break has a timestamp and subtracts points. The checks are:
- Entry without a stop: minus 20. A stop should be attached from entry; adding one later does not change how the trade began.
- Trading after reaching maximum daily loss: minus 20. The default daily loss limit is 3% of the account.
- Risk above the per-trade limit: minus 15. The default maximum is 1%.
- Moving a stop farther away: minus 15. The check concerns widening the stop after entry.
- Adding to a losing position: minus 15. Increasing exposure to a losing trade is flagged.
- Chasing an entry beyond the VWAP threshold: minus 10. The default threshold is more than 1.5% from VWAP.
- Re-entering within 3 minutes after a losing exit: minus 10. The scorecard labels this a revenge trade; the timing rule does not establish your state of mind.
- Exceeding the trade limit: minus 10. The default limit is 3 trades.
Several issues can matter in the same session. Read the individual entries rather than focusing only on the final score. A high score means fewer recorded violations of these checks, not that every trading decision was good.
Put P&L, R and drawdown together
The scorecard includes gross and net P&L, P&L as a percentage of the account, trade count, win rate, average R multiple, largest loss, maximum drawdown, commissions, minutes in trades and the trade list.
An R multiple expresses a result relative to initial risk. Conceptually, a gain equal to the amount initially risked is +1R; a loss equal to that amount is -1R. R helps compare trades of different sizes, but it does not remove the limitations of simulated execution.
Drawdown is a decline from an earlier equity peak to a later trough. Maximum drawdown describes the largest such decline measured in the session. It is different from the largest individual losing trade: several losses can contribute to a deeper decline.
Read commissions beside gross and net results. Read win rate beside loss size and R. A single attractive number can leave out the part of the session you most need to examine.
Turn the review into the next exercise
When the session ends, the rest of the day appears in grey. A blind drill also reveals the ticker and date. Compare your decision with the information available at that moment, then examine the later bars separately.
Choose one recurring rule break as the focus for another drill. Previous sessions and an average discipline score appear on the home page for your browser. There is no account or login. For storage details, read the privacy policy.
BarDrill executes no real trades and gives no advice or signals. A better practice score is not a forecast of live results. Keep the risk disclosure beside any conclusions you draw from the exercise.