planned
Where Stochastic is going.
Stochastic backtests: your signals, over your data, replayed against history as it actually printed. These are the directions it grows in — the same engine, reaching further down the same line.
Live market data
Stream minute bars as they print, from the same source your history comes from, with the same corporate-action handling — so the prices you research on and the prices you trade on are the same prices.
Trading sessions
Run a strategy forward against arriving bars instead of replayed ones. The same strategy, the same engine, nothing rewritten — the difference is where the bars come from.
Broker execution
Route orders to a real brokerage account, and keep a parallel internal book of what should have happened alongside what did.
Reconciliation
Compare the two, order by order and position by position: what you asked for, what the model expected, and what the broker actually did. The gap between them is where slippage, partial fills and rejects live, and it is the whole difference between a strategy that worked in simulation and one that works through your broker. Most tools let you find that out with real money.
Track record
A strategy's backtest and its realized trading on one timeline, so the question of whether it is still behaving has an answer you can look at.
All of it is in addition to what the download does today.
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