The Lab
A bounded practice exercise: one workflow the audited product actually has, run end to end on synthetic data, in your browser, with the working shown. It performs no network request and stores nothing.
Version & evidence label Verified against TradeFlows source dmitriy718/tradeflows-pro@2e5540a (2025-12-16); evidence: stage-16 source audit, 2026-09-17. Source-level verification only — the deployed app at app.tradeflows.net is unverified (deployment status unverified; origin answered 522 (origin unreachable) on 2026-09-17).
Why this exercise and not a file validator: the usual first lab for a product like this would check a real import file. The audit verified no import format in the product source, so there is nothing honest to validate against — verification pending. Rather than invent a format, this lab steps through a workflow that was verified, using data that is labeled synthetic on its face. Background: what a computed signal is.
The lab: one workflow, worked in the open
This exercise walks through one thing the audited TradeFlows app does —
load market data, draw a chart, compute an indicator — using a fixed
synthetic series for the fictional symbol
EXAMPLE. Lab version tfco-lab-v1.
Nothing is uploaded, requested or stored; the data never changes, so your
result is identical to everyone else's. It teaches what the software does —
it does not recommend buying, selling or holding anything.
Step 1 of 5: The practice input
Step 1: The practice input
Everything in this lab runs on the fixed series below: 14 invented daily candles for a fictional symbol, EXAMPLE. It is synthetic practice data — not market data, and it never changes, so your result and everyone else’s are identical.
| Date | Open | High | Low | Close |
|---|---|---|---|---|
| 2026-08-03 | 100.00 | 101.40 | 99.50 | 100.00 |
| 2026-08-04 | 100.20 | 102.00 | 100.10 | 101.25 |
| 2026-08-05 | 101.00 | 101.30 | 99.20 | 99.80 |
| 2026-08-06 | 100.10 | 102.80 | 100.00 | 102.40 |
| 2026-08-07 | 102.50 | 103.60 | 101.80 | 103.10 |
| 2026-08-10 | 102.90 | 103.20 | 101.50 | 101.90 |
| 2026-08-11 | 102.20 | 104.60 | 102.00 | 104.25 |
| 2026-08-12 | 104.40 | 105.50 | 103.90 | 105.00 |
| 2026-08-13 | 104.80 | 105.10 | 103.20 | 103.60 |
| 2026-08-14 | 103.90 | 106.50 | 103.70 | 106.10 |
| 2026-08-17 | 106.30 | 107.90 | 106.00 | 107.45 |
| 2026-08-18 | 107.20 | 107.60 | 106.20 | 106.80 |
| 2026-08-19 | 107.00 | 108.60 | 106.80 | 108.20 |
| 2026-08-20 | 108.40 | 109.50 | 107.90 | 109.05 |
Step 2: How the app would get data
In the audited source, the app reads public market data through a separate read-only proxy service; keys live on that service, never in your browser, and the path carries data only — the audit found no order routes. This page performs no request; the box shows the documented pattern as an illustration. The proxy’s deployed version is unknown (deployment status unverified), which is one reason live charts may not load.
GET /marketdata/EXAMPLE/daily (illustration — no request is made) → read-only proxy service → public market data 200 OK — 14 daily candles source: synthetic series embedded in this page (tfco-lab-v1)
Step 3: Read the series as a chart
Each candle summarizes one session: the body spans open to close; the wicks reach the high and low. Read one candle before reading any trend. The same numbers are in the table — the chart is only a shape drawn over them.
Step 4: Compute one indicator by hand
The audited app computes indicators in background scripts (Web Workers) inside your browser. Here is the simplest one, worked in the open: the 4-session simple moving average of the closing prices — add the last 4 closes, divide by 4. That number is the whole "signal": arithmetic on history.
4-session simple moving average of closes (last 4 sessions: 2026-08-17, 2026-08-18, 2026-08-19, 2026-08-20): (107.45 + 106.80 + 108.20 + 109.05) / 4 = 107.88 Latest close 109.05 is above the average. That is the entire computation. It describes the past of this synthetic series; it recommends nothing.
Step 5: Outcome and export
You have seen input → data path → chart → indicator, with the working shown. Take the synthetic series with you as a CSV and check the arithmetic anywhere you like. Boundary, restated: this lab teaches what the software does. It does not recommend buying, selling or holding anything, and no result here describes a real instrument.
Result: 4-session average 107.88; latest close 109.05 is above it — computed in your browser, shown in full above.
The CSV is the same synthetic series with a provenance comment header — checking the arithmetic in a spreadsheet is the point of the exercise.
Text version (the same exercise, start to finish)
Everything the interactive steps show, as one document. This is also the static equivalent for anyone who prefers not to use the stepper.
TradeFlows Guides & Lab — scenario walkthrough (tfco-lab-v1) Synthetic data: symbol EXAMPLE is fictional; the series below is invented practice data, not market prices. Step 1 of 5: The practice input Everything in this lab runs on the fixed series below: 14 invented daily candles for a fictional symbol, EXAMPLE. It is synthetic practice data — not market data, and it never changes, so your result and everyone else’s are identical. Step 2 of 5: How the app would get data In the audited source, the app reads public market data through a separate read-only proxy service; keys live on that service, never in your browser, and the path carries data only — the audit found no order routes. This page performs no request; the box shows the documented pattern as an illustration. The proxy’s deployed version is unknown (deployment status unverified), which is one reason live charts may not load. Step 3 of 5: Read the series as a chart Each candle summarizes one session: the body spans open to close; the wicks reach the high and low. Read one candle before reading any trend. The same numbers are in the table — the chart is only a shape drawn over them. Step 4 of 5: Compute one indicator by hand The audited app computes indicators in background scripts (Web Workers) inside your browser. Here is the simplest one, worked in the open: the 4-session simple moving average of the closing prices — add the last 4 closes, divide by 4. That number is the whole "signal": arithmetic on history. Step 5 of 5: Outcome and export You have seen input → data path → chart → indicator, with the working shown. Take the synthetic series with you as a CSV and check the arithmetic anywhere you like. Boundary, restated: this lab teaches what the software does. It does not recommend buying, selling or holding anything, and no result here describes a real instrument. Data table (date, open, high, low, close): 2026-08-03 100.00 101.40 99.50 100.00 2026-08-04 100.20 102.00 100.10 101.25 2026-08-05 101.00 101.30 99.20 99.80 2026-08-06 100.10 102.80 100.00 102.40 2026-08-07 102.50 103.60 101.80 103.10 2026-08-10 102.90 103.20 101.50 101.90 2026-08-11 102.20 104.60 102.00 104.25 2026-08-12 104.40 105.50 103.90 105.00 2026-08-13 104.80 105.10 103.20 103.60 2026-08-14 103.90 106.50 103.70 106.10 2026-08-17 106.30 107.90 106.00 107.45 2026-08-18 107.20 107.60 106.20 106.80 2026-08-19 107.00 108.60 106.80 108.20 2026-08-20 108.40 109.50 107.90 109.05 Worked indicator — 4-session simple moving average of closes: (107.45 + 106.80 + 108.20 + 109.05) / 4 = 107.88 Latest close 109.05 is above the average. That is the entire computation. It describes the past of this synthetic series; it recommends nothing.
What the lab will never do
- Never asks you to upload a brokerage statement or any real account data.
- Never contacts the market-data proxy, the app or any other service — every byte of data is embedded in this page.
- Never produces a recommendation. The indicator shown is arithmetic on invented numbers, presented to teach what a computed signal is, not what to do.
Something unclear or not working? See troubleshooting or open a support request.