Build strategies without code, backtest them on delayed daily data for NSE-listed stocks, and let them paper-trade on a schedule, with honest metrics, real charges, risk limits, and an instant kill switch. Zero real-money risk.
Prefer a real walkthrough? Watch the Week 1 backtest on YouTube ↗
Years of history, real charges, Sharpe / CAGR / drawdown, an equity curve, and honest caveats on every result.
Drag indicators into entry rules, or write a sandboxed formula like close > sma(50) and rsi(14) < 70.
A daily scan opens positions the strategy favours, sized to budget, each with a stop and hard risk limits.
Monte-Carlo the trade sequence and run walk-forward tests to tell a real edge from a lucky ordering.
Line up several strategies over the same symbol with side-by-side metrics and overlaid equity curves.
Per-trade capital, daily loss limits, exposure caps, and an instant kill switch that halts all new entries.
Scan the market with a saved strategy, a single indicator, or rules you describe in plain English and approve before they run.
Train a small model on a stock's past and watch it meet data it never saw. It teaches what overfitting really looks like, and it never predicts tomorrow.
From moving averages to Ichimoku, Supertrend and market structure, each with a plain-English purpose and sensible defaults.
Compose a strategy from indicator rules or a formula, then backtest it on years of daily history for NSE-listed stocks.
A daily scan opens positions, sized to budget, each with a stop and your risk limits.
Watch live P&L, read insights, journal your trades, and arm the kill switch any time.
No live orders are placed. You validate ideas safely before real money is ever involved.
Results carry caveats on sample size and bias, and can be stress-tested with Monte Carlo and walk-forward.
Your strategies, journal, and settings are tied to your account, behind proper authentication.
No. SmartPaperDesk is paper-first, it simulates fills on delayed daily market data so you can validate ideas with zero money at risk. Live trading is a separate, gated capability that stays off until regulatory and broker approvals are complete.
No. Build strategies by dragging indicator rules together, or, if you want more power, write a short sandboxed formula. Nothing you write runs code on the server.
Free delayed daily data for NSE-listed stocks powers backtests and scans out of the box. For live prices you can add your own market data subscription. SmartPaperDesk never asks for a broker login and never places an order.
Every result carries caveats about sample size, in-sample bias, survivorship, and slippage, and you can stress-test any edge with Monte Carlo and walk-forward analysis.
No, by design. The ML Lab trains a model on a stock's history and shows how it scores on data it never saw, next to what blind guessing would score. It is an educational instrument that teaches overfitting on your own choices. It never produces a forward prediction, a signal, or a recommendation, and it never will.
Start and Pause just switch whether a strategy can open new positions, nothing it already holds is touched either way. Stop & Close is separate and immediate: it exits every open position for that one strategy right now, at market, locking in whatever P&L it currently shows. It's the one action here that can't be undone, everything else can be switched back on.
Yes. We post backtests and walkthroughs on YouTube most weeks, watch them at youtube.com/@SmartPaperDesk.
Yes. Every position that closes, whether you closed it or a stop did, writes its own journal entry automatically: symbol, entry, exit, and net P&L, already filled in. If the daily scan wanted to open a position but couldn't (no funds, a cap reached, the kill switch), that gets a journal entry too, so you can see what your strategy tried and why it didn't happen, not just what it actually did. You can still add your own entries for the why, the auto ones just mean you're never starting from a blank page.
Create a free account and open your first paper position today.
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