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One desk. One core underneath.

Alpha is a single native application. Every panel asks the same core for data and sends it every order, so what you see and what is enforced cannot drift apart.

In private development

A calm home office in morning light with two monitors running Alpha: the main chart with an open long, its bracket and the ladder on the left, and the Order flow page with footprint, heatmap, ladder and tape on the right.

A trading day, in order.

  1. Before the open

    Set the day’s limits first.

    Your risk plan (daily loss, profit target, trailing limit, a losing-streak stop) lives in the core with the consequence you chose for each. The island shows the room left, all day.

    More on this
    Alpha Accounts page on simulated accounts: an evaluation account and two followers, each with balance, equity, loss-limit and drawdown room, maximum order and position, a kill switch and whether trading is allowed; copy trading below and the journal and audit log beside.
    Accounts and risk: the room left in each limit, and a kill switch for every account.

  2. Reading the auction

    Chart, footprint, ladder, tape.

    Candles, footprint and profiles on one chart; a DOM with an estimated queue position; a tape with alerts you choose; the heatmap for resting size through time. Linked by symbol, so one click moves them together.

    More on this
    Alpha Order flow page on simulated NQ: a footprint chart of one-minute bars, the liquidity heatmap beneath it, the DOM and the time and sales.
    The Order flow page: footprint, heatmap, ladder and tape on one symbol.

  3. Acting

    An order, checked like every other.

    Six order types and seven order programs, each previewed by the authority before it is sent. Brackets and exit plans are managed on every tick. A click, a hotkey, a strategy and the Agent all meet the same checks.

    More on this
    Alpha main trading page on simulated NQ: a one-lot long on the chart with its target above and stop below, the DOM showing P&L at each price, and the order ticket with a 20-tick stop and 40-tick target.
    A long with its bracket on the chart, the ladder and the ticket.

  4. After the close

    Review it where it happened.

    Replay the session with the same panels, open the trade’s inspector, write the journal entry with its screenshot, and see what the day cost in fees and prop costs.

    More on this
    Alpha in replay: the replay strip above the chart at 4× speed, 150 of 242 minutes in, with the chart, DOM and order ticket on the replay account.
    Replay at 4×, with its own replay account.

  5. Between sessions

    Turn an idea into a test.

    Write it in Strata, backtest it, optimise it, check it out of sample with walk-forward and Monte Carlo, and only then deploy it to a simulation account with its own book.

    More on this
    A backtest of the opening-range breakout on NQ over 20 simulated sessions: net profit, trades, win rate, profit factor, Sharpe ratio, maximum drawdown and an equity curve, split into long and short.
    A backtest on 20 simulated sessions. Simulated results do not predict future results.

Every part of the workstation.

Thirty-nine panel kinds, five modules, one island. Each page shows the real app and states its limits.

Why one core matters.

In many platforms the chart, the DOM, the risk module and the copier each hold their own idea of your position. Alpha keeps one: orders, risk, accounts and the validation of every setting live in one core, the authority. The interface asks and shows. It never decides.

That is why a loss limit set in the morning still holds when the Agent prepares an order at noon, and why a replay shows exactly what was enforced.

Every capability, with its status
ChartDOMTicketHotkeysStrategyAgentThe authorityorders · risk · accounts · settingsSimulated exchange, or a broker route
Every source of an order meets the same authority before any route.

If your desk looks like this, we would like to hear how you would use it.

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