Windows desktop · futures

A futures terminal
that shows its work.

Order-flow charting, a click-to-trade ladder, copy trade across your funded accounts, and machine-learning signals that carry the verdict from data the model never saw.

Get beta access See pricing $25/month · one plan · everything included
Built on Rithmic Bring your own credentials No data resale Native C++ · Qt
Chart · Depth ladder · NQZ6
high-water mark
21 418.75312
21 418.501 044
21 418.25186
9721 418.00
1 26021 417.75
23321 417.50

Illustrative. Not live market data.

See it run

Ninety seconds, one trade, start to finish.

Entry off the ladder, the model's verdict alongside it, and the journal entry that writes itself when the position closes.

Recorded on a live session. No narration, no edits to the fills.

Want the long version?

The full walkthrough covers setup, connecting your broker, building an indicator in the blueprint editor, and reading a holdout verdict.

Watch the walkthrough
Six surfaces

One window, the whole trade.

Entry, context, review and the model's opinion live in the same application, so you are not alt-tabbing between a chart, a copier and a spreadsheet while the trade is on.

Chart

Order-flow charting down to the tick your broker reports, with the session levels and context you actually trade off.

Heatmap

Resting liquidity over time, so you can see where the book is thick, where it thins out, and where it vanished.

API indicator screen

Write indicators against a documented API, or wire them together visually in the blueprint editor. Your logic, running in the platform.

Copy trade

Mirror fills from a lead account across your other accounts, with sizing set per account. Built in, not bolted on.

Journal

Every trade recorded automatically with excursion data and the market context you had at entry, so review is evidence rather than memory.

ML signal

Models trained on your instrument, with the holdout verdict attached to the signal so you can see whether it survived data it never saw.

Honest validation

Most platforms show you a backtest. This one shows you what survived.

A strategy that looks perfect on the data it was fitted to tells you nothing. Tidemark keeps the uncomfortable numbers in front of you.

Holdout verdict
Every model result is reported on data the model never saw during training, and that verdict travels with the signal.
Exit-aware simulation
Results are simulated with the brackets you would actually place, not with idealized fills at the perfect price.
Per-instrument costs
Commissions, exchange fees and slippage are modeled per contract, so the edge you see is the edge after costs.
Private beta

Get beta access

The beta build goes out in batches. Leave an email and I will send the installer and the setup notes when your batch opens.

No newsletter. One message when the build is ready, and one at launch.