Execution record live
Fills captured across brokers into one normalised store, with FIFO profit and loss and flat-to-flat trade grouping so a scaled position reads as one trade.
Apex
Apex unifies execution records, market context and risk rules across multiple brokers — then holds the trader to the limits they set before the session started.
In active development · used daily by its authorMost platforms are very good at showing you a market and indifferent to what you do next. Apex assumes the opposite problem: that the gap between a trader's knowledge and their results is execution discipline, not information.
So alongside the usual terminal surfaces — charts, market context, an accurate journal — Apex runs a deterministic rule engine over live positions: daily loss limits, trade-count velocity, post-loss cooldowns, worst-case exposure across accounts. When a limit is approached, it says so, on the phone as well as the screen.
Apex does not trade. Broker connections are read-only. There is no order-placement path in the software; the capability is absent by design, not merely unused. Every order is entered by the trader, in their broker's own platform.
Apex is a client to data you are already entitled to. You connect your own brokerage account, and Apex renders and analyses the data that account provides under your own subscription and your own professional or non-professional status.
Apex does not resell, redistribute, republish or externally disseminate exchange market data. It holds no redistribution licence and requires none, because data never passes from one user to another, and no market data is offered as a product.
Marked honestly. Apex is a working tool in daily use by its author, not a finished product.
Fills captured across brokers into one normalised store, with FIFO profit and loss and flat-to-flat trade grouping so a scaled position reads as one trade.
Tagged trade history, calendar, per-setup performance, and excursion analysis measuring how far a trade ran for and against before it closed.
Deterministic limits evaluated against live positions — daily loss, trade velocity, cooldowns, cross-account exposure. Advisory and read-only.
One alert bus, many sources and sinks: rule breaches, pipeline health and platform alerts, delivered to phone and terminal with deduplication and rate limiting.
Volatility term structure, rate curve, and options dealer-positioning surfaces including gamma exposure and flip levels across index and futures books.
Tick and bar history with explicit provenance labelling, so a measured figure and a derived one are never presented as the same kind of thing.
The volume-profile and order-flow compute engine is complete and render-independent. The chart surface it feeds is being rebuilt.
No order-placement capability exists. If it is ever added, it will require a deliberate human action per order — never an automated one.
No autonomous trading. No rule, model or agent may originate, size or send an order. This is architectural rather than a policy setting.
Context, not signals. Analytical surfaces report measured state and the mechanical consequence of that state. They do not emit trade directives.
Data honesty. Certified, recorded and derived figures are labelled distinctly wherever they appear, and stored analysis freezes the inputs it was based on.
Claims are pre-registered. Anything statistical is specified before the data is examined, and replicated before it is believed.