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Results for “Backtesting”

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Indicator reference

Minutes Since Alert indicator | NexusTrade

The number of minutes since an alert was triggered. Useful for fine-grained rate-limiting of alerts within a single day.

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Indicator reference

Minutes Since Option Order indicator | NexusTrade

The number of minutes since the most recent option order matching the specified filters. Same filters as Days Since Option Order but measured in minutes for intraday strategies.

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Indicator reference

Minutes Since Order indicator | NexusTrade

Same as Days Since Order but measured in minutes. Useful for intraday strategies.

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Indicator reference

Month indicator | NexusTrade

The current month (1–12).

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Indicator reference

Multiply (×) indicator | NexusTrade

Product of indicators.

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Indicator reference

Negative indicator | NexusTrade

Negates an indicator's value.

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Indicator reference

Option Collateral indicator | NexusTrade

Returns the total collateral locked across option spreads matching the filter.

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Indicator reference

Option Days Held indicator | NexusTrade

Returns the minimum or maximum days since entry across option spreads matching the filter.

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Indicator reference

Option Days to Expiration indicator | NexusTrade

Returns the minimum or maximum days to expiration across option spreads matching the filter.

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Indicator reference

Option Gross Exposure % indicator | NexusTrade

Sum of absolute option leg marks divided by portfolio value (percent). Matches gross deployment audits. Unfiltered portfolio-wide only.

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Indicator reference

Option Position Count indicator | NexusTrade

Returns the number of open option contract positions/legs matching the filter criteria. Portfolio-wide (no underlying, option type, direction, or spread filters): open legs plus legs reserved by earli

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Indicator reference

Option Position Max Drawdown indicator | NexusTrade

Peak-to-current drawdown of the aggregated P&L percentage across option spreads matching the filter. Stateful sibling of Option Position P&L%: while P&L% returns the current value, this indicator trac

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Indicator reference

Option Position P&L% indicator | NexusTrade

Returns the weighted average P&L percentage across option spreads matching the filter.

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Indicator reference

Option Position Value indicator | NexusTrade

Returns the total market value of option spreads matching the filter criteria.

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Indicator reference

Option Realized P&L indicator | NexusTrade

Returns the net realized P&L in dollars from CLOSED option positions matching the filter, long and short alike. Losing closes count as negative. Measures closes only and subtracts nothing for premium

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Indicator reference

Option Realized Premium indicator | NexusTrade

Returns realized option premium still available to spend: net realized P&L from closed short option positions, minus premium already spent by opens sized with Percent of Realized Premium. Proceeds fro

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Indicator reference

Option Spread Count indicator | NexusTrade

Returns the number of distinct economic open multi-leg option spreads matching the filter criteria, deduplicating equal economic spread keys. Does not count standalone single-leg option positions.

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Indicator reference

Option Spread Entry Price indicator | NexusTrade

Returns the net price per share paid or collected to open the option spreads matching the filter: positive for a net debit, negative for a net credit. Several matching spreads average by contracts. Ha

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Indicator reference

Option Unrealized P&L indicator | NexusTrade

Returns the total unrealized P&L in dollars across option spreads matching the filter.

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Indicator reference

Plus (+) indicator | NexusTrade

Sum of two or more indicators.

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Indicator reference

Portfolio Value indicator | NexusTrade

The total current value of your portfolio (cash + all positions).

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Indicator reference

Position Max Drawdown indicator | NexusTrade

The maximum percentage decline in the position's unrealized P&L from its peak. Aggregates the stock holding plus all option spreads on that underlying. Returns 0 at a new high water mark; rises as P&L

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Indicator reference

Position Max Drawup indicator | NexusTrade

The percentage increase of the asset's current market price from the lowest price observed by this indicator. Share purchases and sales do not change the calculation; it does not use position cost bas

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Indicator reference

Position Percent Change indicator | NexusTrade

How much your position has gained or lost as a percentage since you opened it.

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Indicator reference

Position Value indicator | NexusTrade

The current dollar value of your position in one or more assets.

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Indicator reference

Prospective Rebalance Decision Metric indicator | NexusTrade

Exposes the allocation plan that a DynamicRebalance or RebalanceOption action is about to execute, so the strategy condition can decide whether that plan is worthwhile.

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Indicator reference

Rate of Change of Indicator | NexusTrade

The percentage change of any indicator over a window.

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Indicator reference

Relative Strength Index (RSI) indicator | NexusTrade

Measures the speed and magnitude of recent price changes. Oscillates between 0 and 100.

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Indicator reference

Simple Moving Average (SMA) indicator | NexusTrade

The average closing price over a specified number of periods.

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Indicator reference

SMA of Indicator | NexusTrade

Computes the Simple Moving Average of any other indicator over a window.

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Indicator reference

Square Root indicator | NexusTrade

Square root of an indicator.

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Indicator reference

Standard Deviation of Indicator | NexusTrade

Computes the standard deviation of any indicator over a window.

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Indicator reference

Sum Order Amount indicator | NexusTrade

The total dollar amount across all matching orders within a window.

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Indicator reference

Sum Order Quantity indicator | NexusTrade

The total number of shares across all matching orders within a window.

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Indicator reference

Trailing Sum indicator | NexusTrade

The sum of the last N accepted observations of the inner indicator. Generic inputs append when the value changes; source-backed inputs use their own observation identities. Length counts retained obse

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Indicator reference

Underlying Max Drawdown indicator | NexusTrade

The maximum percentage decline of the asset's market PRICE from its peak since the indicator started observing. Tracks the underlying stock — does NOT consult position state. Useful as an emergency ex

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Indicator reference

Year indicator | NexusTrade

The current year.

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Lesson pages

What Are MCP Servers? | AI Agents from Scratch | NexusTrade

Learn how an MCP server exposes tools with defined inputs and outputs, using the public NexusTrade and calendar examples in this reading.

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Llm observability event traces

LLM observability: follow an agent's event trace | NexusTrade

Inspect the decision, tool result and nested timing that explain an Aurora run. Follow the actual trace viewer and run a local reader that leaves private content out of its output.

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Mcp guides

Connect Codex to NexusTrade MCP | NexusTrade

Connect Codex to NexusTrade with the remote MCP endpoint and account-scoped OAuth authorization.

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Mcp guides

Connect Cursor to NexusTrade MCP | NexusTrade

Connect Cursor to NexusTrade with the remote MCP endpoint and account-scoped OAuth authorization.

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Portfolio risk indicators

Portfolio risk indicators: read the path behind the return | NexusTrade

Follow a $3,500 holding inside a $10,000 account. See the concentration, check the proposed cap, and ask Aurora to explain the exact sizing before changing a rule.

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Position size calculator

Position size calculator | NexusTrade

Calculate whole-unit long-position sizing from available capital, risk percentage and the entry-to-stop distance.

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Publisher calculator

Portfolio subscription revenue calculator | NexusTrade

Calculate monthly gross subscription revenue from a chosen price and subscriber count. Compare price scenarios without treating them as earnings forecasts.

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Python recipes

Query market data in Python | NexusTrade

Run bounded read-only market-data SQL and stream durable results with the NexusTrade lake extra.

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Articles, videos and guides

I spent 18 months rebuilding my algorithmic trading in Rust. I’m filled with regret.

Articles, videos and guides

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Articles, videos and guides

🎥 [Recording Ready] Deploy Your First Trading Strategy with a Single Click (54 mins)

Articles, videos and guides

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Articles, videos and guides

The step-by-step guide on outperforming the market

Articles, videos and guides

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Articles, videos and guides

AI Helped Me Write Over A Quarter Million Lines of Code. The Internet Has No Idea What’s About to Happen.

Articles, videos and guides

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Articles, videos and guides

Conditions and Actions: Turning Indicators into Trading Decisions — Algorithmic Trading Fundamentals

An indicator tells you what the market is doing. A condition tells your strategy when to act. Learn how to wire indicators into Boolean logic trees and connect them to buy, sell, and rebalance actions.

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