Research library

Learn and develop

Learn the trading concepts and developer interfaces behind the product, including indicator definitions, SDK examples and dataset schemas.

Learn and develop

Absolute Value indicator

The absolute value of an indicator.

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Accumulation/Distribution Line (ADL) indicator

Running total of close-location value times volume. Unlike OBV it weights where in the range the bar closed, so weak closes on high volume distribute.

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ADX (Average Directional Index) indicator

Wilder's ADX: trend strength on 0-100, with optional +DI and -DI trend-direction lines. ADX above ~25 is conventionally a strong trend.

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Algorithmic Trading Explained | Algorithmic Trading Fundamentals

What Every Retail Investor Should Know

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Append dataset rows and restore a version

Maintain a dataset with explicit append, replace, restore and indicator-cascade behavior.

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Ask Aurora a Question | AI Agents from Scratch

See a real tool call happen in Aurora

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Asset Price indicator

The current market price of any asset.

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Average True Range (ATR) indicator

The average of True Range over a window. A smoothed measure of volatility used for position sizing and stop-losses.

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Backtest a portfolio in Python

Build a typed portfolio, submit one historical backtest, and read the completed result using the NexusTrade Python SDK.

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Backtest a portfolio in TypeScript

Author a typed NexusTrade portfolio in Node, submit a backtest, and await the historical result.

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Bearish Fair Value Gap indicator

Detects a bearish fair value gap (3-candle gap down) on minute bars. Returns the gap's resistance price (candle1 low) while the pattern is active; otherwise no value (condition fails). Not a 0/1 flag

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Bollinger Bands indicator

SMA with upper and lower bands at a specified number of standard deviations.

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Build a ReAct agent loop, then inspect Aurora runs

Build a runnable local ReAct loop with tool validation and stopping rules, then read an existing Aurora run through its real API.

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Build a small tool-call framework in JavaScript

Run a bounded JavaScript tool dispatcher with strict validation, permissions, correlated receipts and regression tests.

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Build, evaluate and observe AI agents: developer guides

Follow NexusTrade's agent loop, tool dispatch, evaluations and event architecture through worked examples. Choose the implementation problem you need to solve.

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Bullish Fair Value Gap indicator

Detects a bullish fair value gap (3-candle gap up) on minute bars. Returns the gap's support price (candle1 high) while the pattern is active; otherwise no value (condition fails). Not a 0/1 flag — ne

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Buying Power indicator

The amount of cash available to make new purchases.

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Chaikin Money Flow (CMF) indicator

Money flow volume over money volume across N bars, bounded in −1 to +1. Sustained readings above +0.2 show institutional accumulation.

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ChatGPT Is Not an Agent | AI Agents from Scratch

Language models vs. chatbots vs. agents

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Commodity Channel Index (CCI) indicator

Deviation of the typical price from its moving average, scaled by mean deviation. Readings above +100 are overbought, below −100 oversold.

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Compound Annual Growth Rate (CAGR) indicator

The annualized growth rate of a fundamental metric over a specified number of years. Smooths out quarterly volatility to show the long-term trend.

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Congressional Purchase Share indicator

A member's publicly known equity or option purchase dollars divided by the sum of both, across all disclosed tickers. Event versions enter only when public. Unclassified instruments are excluded. purc

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Congressional Trades indicator

Trades by members of Congress in the asset, from the unified House and Senate disclosure lake, over a trailing window. A trade counts from the moment its report became public, never its trade date, an

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Consecutive Decrease indicator

Number of consecutive completed calendar periods (America/New_York; period is Year, Quarter or Month), ending with the last completed period, whose closing value of the inner indicator was strictly hi

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Consecutive Increase indicator

Number of consecutive completed calendar periods (America/New_York; period is Year, Quarter or Month), ending with the last completed period, whose closing value of the inner indicator was strictly hi

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Consecutive True indicator

Returns 1 if a condition has been true for N consecutive periods in a row, 0 otherwise.

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Constant (Number) indicator

A fixed numeric value. Useful as one side of a comparison.

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Correlation indicator

Rolling Pearson correlation (-1 to 1) of two indicators' period-over-period returns over N paired observations. Flat or degenerate windows read no-signal instead of a fabricated number.

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Count True indicator

Counts how many times a condition was true over a window.

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Create Your First Indicators | Algorithmic Trading Fundamentals

Create SMA & RSI Indicators

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Cross Above indicator

Returns 1 on the bar where the first indicator crosses above the second (was below, now above), 0 otherwise.

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Cross Below indicator

Returns 1 when the first indicator crosses below the second indicator.

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Current Time (Hours) indicator

The current hour in Eastern Standard Time (0–23).

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Current Time (Minutes) indicator

The current minutes since midnight in Eastern Standard Time.

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Current Time (Seconds) indicator

The current seconds since midnight in Eastern Standard Time.

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Custom Data Source indicator

Account-owned timestamp/value data uploaded through CSV or JSON ingestion.

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Date indicator

The current date as a numeric value. Useful for scheduling strategies around specific dates.

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Day indicator

The current day of the month (1–31).

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Days Since Agent indicator

The number of days since an AI agent was launched by this strategy. Useful for rate-limiting agent launches.

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Days Since Alert indicator

The number of days since an alert was triggered. Useful for rate-limiting alerts.

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Days Since Earnings indicator

Calendar days since the asset's most recent earnings report. In backtests and live, this is the last actually-reported quarter at-or-before the decision time (no look-ahead). Use to time post-earnings

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Days Since Last RebalanceOption Order indicator

The number of days since the portfolio last emitted an order from any RebalanceOption strategy. Ignores strategy ID so multiple RebalanceOption strategies can share one cooldown.

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Days Since Option Order indicator

The number of days since the most recent option order matching the specified filters. Supports filtering by underlying, option type (call/put), spread type, direction (debit/credit), position effect (

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Days Since Order indicator

The number of days since the most recent order matching the specified filters.

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Days Since Strategy Fired indicator

The number of days since the current strategy last produced an execution artifact. Counts same-strategy order rows, rebalance orders, and launched agents.

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Days Until Earnings indicator

Calendar days until the asset's next expected earnings report. In backtests the next date is a point-in-time cadence estimate from the last report (no look-ahead); live trading uses the real next sche

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Divide (÷) indicator

Quotient of indicators.

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Donchian Channel indicator

Highest high and lowest low over N bars with a midline. Breaks of either edge are breakout entries; the midline is the first pullback level.

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Economic Indicator indicator

Macroeconomic data not tied to a specific asset.

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EMA of Indicator indicator

Computes the Exponential Moving Average of any other indicator.

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Exponential Moving Average (EMA) indicator

Like SMA but gives more weight to recent prices, making it more responsive to new information.

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Exponentiation indicator

Raises an indicator to a specified power.

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Fundamental Metric indicator

A financial metric from a company's statements or derived valuation ratios.

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Gap Percentage indicator

The gap size expressed as a percentage of the previous close.

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Gap Size indicator

The dollar difference between today's opening price and yesterday's closing price.

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Heikin-Ashi (1 minute) indicator

Heikin-Ashi candles built from COMPLETED one-minute bars in the regular session (9:30-15:59 bar opens; pre-market and after-hours bars are skipped), identically in backtests and live trading. The firs

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High of Day indicator

The highest price reached during the current trading session.

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How to perform LLM evaluations with frozen tasks

Build a repeatable evaluation with frozen inputs, schema checks and human labels. Run a free offline example, then inspect NexusTrade's published next-action bakeoff.

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Ichimoku Cloud indicator

Five-line trend system: Tenkan and Kijun midpoints, Senkou A/B cloud bands, and the Chikou lagging line. Lines are evaluated unshifted. Price above the cloud with Tenkan above Kijun is the full bullis

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Implied Volatility indicator

Constant-maturity at-the-money implied volatility for the underlying, built from the options chain (near-target-DTE expirations, |delta|≈0.50 call/put average, linearly interpolated). Units are annual

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Index level indicator

Daily level for a market index or benchmark (e.g. VIX, SPX) from hydrated index price data — not a tradable equity price.

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Indicator At Entry indicator

The value any indicator held at the most recent matching fill. The level is frozen at entry instead of rolling forward, so a stop written against it is a real stop rather than a trailing one.

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Indicator at Minutes After Open indicator

Captures the value of any indicator at a specific number of minutes after market open. The value is frozen for the rest of the day.

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Indicator Window Ago indicator

The value of any indicator N periods ago.

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Initial Value indicator

The starting value of the portfolio when it was created or when the backtest began.

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Insider Trades indicator

Disclosed purchases (code P, including open-market or private transactions), sales (code S), and a separate exact-owner AwardCount for code A issuer grants or other acquisitions over a trailing public

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Institutional Holdings indicator

Institutional positions in the asset disclosed on SEC Form 13F. Naming a manager follows one institution; leaving it empty reads every manager holding the asset. Level metrics read the latest quarter

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Is Asset indicator

Returns 1 if the asset matches a specific symbol. Useful for including specific assets in multi-asset strategies.

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Is Asset Type indicator

Returns 1 if the asset matches a specified type (stock, ETF, etc.), 0 otherwise.

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Is Index Member indicator

Returns 1 if the asset is a member of a specified index, 0 otherwise.

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Is Industry indicator

Returns 1 if the asset belongs to a specified industry, 0 otherwise. Over 100 categories supported including Artificial Intelligence, Semiconductor, Electric Vehicles, Space Exploration, Healthcare, B

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Is Not Asset indicator

Returns 1 if the asset does NOT match a specific symbol. Useful for excluding specific assets.

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IV Percentile indicator

Percent of sessions in the lookback window whose constant-maturity ATM IV was strictly below today's (0–100). Distinct from IV Rank.

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IV Rank indicator

Where today's constant-maturity ATM IV sits between the lookback window's high and low: (IV − IV_low) / (IV_high − IV_low) × 100. Distinct from IV Percentile.

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IV/HV Ratio indicator

Constant-maturity ATM implied volatility divided by annualized close-to-close realized volatility (HV) over hvWindow trading days. Values > 1 mean options are pricing more vol than recently realized.

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Keltner Channel indicator

EMA midline with ATR bands above and below. Tighter than Bollinger in calm tape, so closes outside the bands mean stronger conviction moves.

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lake.backtest_comparisons dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_comparisons dataset. Read the supported schema before submitting a bounded SQL query.

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lake.backtest_indicators dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_indicators dataset. Read the supported schema before submitting a bounded SQL query.

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lake.backtest_proprietary_results dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_proprietary_results dataset. Read the supported schema before submitting a bounded SQL query.

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lake.backtest_runs dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_runs dataset. Read the supported schema before submitting a bounded SQL query.

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lake.backtest_strategies dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_strategies dataset. Read the supported schema before submitting a bounded SQL query.

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lake.backtest_tickers dataset schema

Column types and research semantics for NexusTrade’s lake.backtest_tickers dataset. Read the supported schema before submitting a bounded SQL query.

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lake.canonical_annual_financials dataset schema

Column types and research semantics for NexusTrade’s lake.canonical_annual_financials dataset. Read the supported schema before submitting a bounded SQL query.

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lake.canonical_quarterly_financials dataset schema

Column types and research semantics for NexusTrade’s lake.canonical_quarterly_financials dataset. Read the supported schema before submitting a bounded SQL query.

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lake.crypto_daily dataset schema

Column types and research semantics for NexusTrade’s lake.crypto_daily dataset. Read the supported schema before submitting a bounded SQL query.

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lake.daily_ohlc dataset schema

Column types and research semantics for NexusTrade’s lake.daily_ohlc dataset. Read the supported schema before submitting a bounded SQL query.

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lake.dividends dataset schema

Column types and research semantics for NexusTrade’s lake.dividends dataset. Read the supported schema before submitting a bounded SQL query.

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lake.economic dataset schema

Column types and research semantics for NexusTrade’s lake.economic dataset. Read the supported schema before submitting a bounded SQL query.

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lake.index_constituents dataset schema

Column types and research semantics for NexusTrade’s lake.index_constituents dataset. Read the supported schema before submitting a bounded SQL query.

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lake.index_prices dataset schema

Column types and research semantics for NexusTrade’s lake.index_prices dataset. Read the supported schema before submitting a bounded SQL query.

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lake.insider_filings dataset schema

Column types and research semantics for NexusTrade’s lake.insider_filings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.insider_owner_events dataset schema

Column types and research semantics for NexusTrade’s lake.insider_owner_events dataset. Read the supported schema before submitting a bounded SQL query.

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lake.insider_transactions dataset schema

Column types and research semantics for NexusTrade’s lake.insider_transactions dataset. Read the supported schema before submitting a bounded SQL query.

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lake.institutional_filings dataset schema

Column types and research semantics for NexusTrade’s lake.institutional_filings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.institutional_holdings dataset schema

Column types and research semantics for NexusTrade’s lake.institutional_holdings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.international_stock dataset schema

Column types and research semantics for NexusTrade’s lake.international_stock dataset. Read the supported schema before submitting a bounded SQL query.

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lake.intraday_crypto dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_crypto dataset. Read the supported schema before submitting a bounded SQL query.

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lake.intraday_options dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_options dataset. Read the supported schema before submitting a bounded SQL query.

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lake.intraday_options_quotes dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_options_quotes dataset. Read the supported schema before submitting a bounded SQL query.

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lake.intraday_options_v2 dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_options_v2 dataset. Read the supported schema before submitting a bounded SQL query.

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lake.intraday_stock dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_stock dataset. Read the supported schema before submitting a bounded SQL query.

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lake.options_daily dataset schema

Column types and research semantics for NexusTrade’s lake.options_daily dataset. Read the supported schema before submitting a bounded SQL query.

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lake.political_filings dataset schema

Column types and research semantics for NexusTrade’s lake.political_filings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.political_trade_events dataset schema

Column types and research semantics for NexusTrade’s lake.political_trade_events dataset. Read the supported schema before submitting a bounded SQL query.

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lake.political_trades dataset schema

Column types and research semantics for NexusTrade’s lake.political_trades dataset. Read the supported schema before submitting a bounded SQL query.

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lake.quarterly_earnings dataset schema

Column types and research semantics for NexusTrade’s lake.quarterly_earnings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.reports dataset schema

Column types and research semantics for NexusTrade’s lake.reports dataset. Read the supported schema before submitting a bounded SQL query.

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lake.sec_annual_financials dataset schema

Column types and research semantics for NexusTrade’s lake.sec_annual_financials dataset. Read the supported schema before submitting a bounded SQL query.

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lake.sec_daily_ohlc dataset schema

Column types and research semantics for NexusTrade’s lake.sec_daily_ohlc dataset. Read the supported schema before submitting a bounded SQL query.

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lake.sec_facts dataset schema

Column types and research semantics for NexusTrade’s lake.sec_facts dataset. Read the supported schema before submitting a bounded SQL query.

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lake.sec_quarterly_earnings dataset schema

Column types and research semantics for NexusTrade’s lake.sec_quarterly_earnings dataset. Read the supported schema before submitting a bounded SQL query.

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lake.sec_quarterly_financials dataset schema

Column types and research semantics for NexusTrade’s lake.sec_quarterly_financials dataset. Read the supported schema before submitting a bounded SQL query.

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lake.security_segments dataset schema

Column types and research semantics for NexusTrade’s lake.security_segments dataset. Read the supported schema before submitting a bounded SQL query.

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lake.stock_industries dataset schema

Column types and research semantics for NexusTrade’s lake.stock_industries dataset. Read the supported schema before submitting a bounded SQL query.

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lake.stock_industry_classifications dataset schema

Column types and research semantics for NexusTrade’s lake.stock_industry_classifications dataset. Read the supported schema before submitting a bounded SQL query.

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lake.stock_market_cap dataset schema

Column types and research semantics for NexusTrade’s lake.stock_market_cap dataset. Read the supported schema before submitting a bounded SQL query.

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lake.stock_splits dataset schema

Column types and research semantics for NexusTrade’s lake.stock_splits dataset. Read the supported schema before submitting a bounded SQL query.

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lake.stockindustries dataset schema

Column types and research semantics for NexusTrade’s lake.stockindustries dataset. Read the supported schema before submitting a bounded SQL query.

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LangChain or a custom agent framework? Run the same tool in both

Run the same local tool with a custom dispatcher and LangChain, then compare validation, approval, persistence and maintenance responsibilities.

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Last Dividend indicator

The most recent regular cash dividend per share whose ex-dividend date is on or before the evaluation date (America/New_York), split-adjusted onto today's share basis, special dividends excluded. Retu

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Last Order Price indicator

The execution price of the most recent order matching the specified filters.

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Learn AI agents

A practical, ground-up introduction to AI agents. Understand the ReAct loop, tools, orchestration, memory, and evaluation, then build real agents using Aurora Trading Agent platform as your lab.

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Learn algorithmic trading

Learn algorithmic trading by doing. Create SMA and RSI indicators with Aurora, define trading conditions, build a first buy strategy, run portfolio backtests, and learn how paper deployment works.

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LLM observability: follow an agent's event trace

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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Logarithm indicator

Logarithm of an indicator with a specified base.

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Low of Day indicator

The lowest price reached during the current trading session.

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MACD indicator

MACD line (fast EMA minus slow EMA), its signal EMA, or the histogram (MACD minus signal). Classic trend/momentum indicator.

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Max Drawdown indicator

The maximum peak-to-trough percentage decline over a window. Measures worst-case downside risk.

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Max Drawup indicator

The maximum trough-to-peak percentage increase over a window.

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Max indicator

The maximum value of two or more indicators.

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Maximum Price indicator

The highest closing price over a window.

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Mean Absolute Deviation of Indicator indicator

Computes the MAD of any indicator over a window. Less sensitive to outliers than standard deviation.

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Min indicator

The minimum value of two or more indicators.

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Minimum Price indicator

The lowest closing price over a window.

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Minus (−) indicator

Difference between indicators.

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Minute Bar High indicator

The high of the most recently COMPLETED one-minute bar. The bar that opens at 9:30 is readable from 9:31, identically in backtests and live trading; the forming bar is never used. Not the day's high (

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Minute Bar Low indicator

The low of the most recently COMPLETED one-minute bar. The bar that opens at 9:30 is readable from 9:31, identically in backtests and live trading; the forming bar is never used. Not the day's low (us

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Minutes After Open indicator

The number of minutes elapsed since market open (9:30 AM ET).

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Minutes Since Agent indicator

The number of minutes since an AI agent was launched by this strategy. Useful for fine-grained rate-limiting of agent launches within a single day.

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Minutes Since Alert indicator

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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Minutes Since Option Order indicator

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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Minutes Since Order indicator

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

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Minutes Until Close indicator

The number of minutes remaining until market close (4:00 PM ET).

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Money Flow Index (MFI) indicator

Volume-weighted RSI: money flow direction over N bars on a 0-100 scale. Above 80 is overbought, below 20 oversold. Requires volume data.

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Month indicator

The current month (1–12).

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Multiply (×) indicator

Product of indicators.

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Negative indicator

Negates an indicator's value.

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New Insider Disclosure indicator

True when a newly public Form 4 version matches the selected owner, issuer, role, instrument and action and awaits a strategy decision. Exact-owner corrections count as new versions. A company CIK wit

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New Institutional Filing indicator

True when an exact manager CIK has a newly public 13F filing or amendment this strategy has not handled. Each accession creates one decision; later price ticks do not repeat it. The current Institutio

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New Political Disclosure indicator

True when a selected member has a newly public equity or option trade disclosure that this strategy has not handled. Corrections count when they become public. A handled disclosure does not fire again

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New Trading Week indicator

True on the first evaluated trading tick of an ISO week until the strategy makes a decision. A no-order decision still consumes that week, and live portfolios persist the decision through a restart. U

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On-Balance Volume (OBV) indicator

Running total of signed volume: adds the bar's volume on up closes, subtracts on down closes. Rising OBV with flat price is accumulation.

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Opening Price indicator

The price of an asset at market open.

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Option Collateral indicator

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

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Option Days Held indicator

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

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Option Days to Expiration indicator

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

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Option Gross Exposure % indicator

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

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Option Position Count indicator

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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Option Position Max Drawdown indicator

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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Option Position P&L% indicator

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

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Option Position Value indicator

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

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Option Realized P&L indicator

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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Option Realized Premium indicator

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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Option Spread Count indicator

Returns the number of open multi-leg option spreads matching the filter criteria. Does not count standalone single-leg option positions.

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Option Spread Entry Price indicator

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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Option Unrealized P&L indicator

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

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Parabolic SAR indicator

Trailing stop-and-reverse level that accelerates toward price as the trend extends. Price crossing the SAR flips the trend.

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Plus (+) indicator

Sum of two or more indicators.

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Portfolio Value indicator

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

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Position Max Drawdown indicator

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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Position Max Drawup indicator

The maximum percentage increase from trough price since you entered the position.

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Position Percent Change indicator

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

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Position Value indicator

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

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Pre-Assessment: What Do You Know? | Algorithmic Trading Fundamentals

Free lesson from Algorithmic Trading Fundamentals: Pre-Assessment: What Do You Know?.

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Pre-Course Reflection | AI Agents from Scratch

Where are you with AI today?

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Previous Closing Price indicator

The closing price from the previous trading session.

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Price Change Since Open indicator

The dollar change in price since market open.

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Price Mean Absolute Deviation indicator

The mean absolute deviation of an asset's price over a window. Similar to standard deviation but less sensitive to outliers.

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Price Standard Deviation indicator

The standard deviation of an asset's closing price over a window. Measures price volatility.

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Prompt Engineering | AI Agents from Scratch

What it is, what a system prompt is made of, and why zero-shot isn't enough

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Prompt Engineering Trade-offs | AI Agents from Scratch

The three levers every prompt trades: cost, latency, and accuracy

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Prospective Rebalance Decision Metric indicator

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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Query market data in Python

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

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Query market data in TypeScript

Submit bounded lake SQL and retrieve the durable schema and result manifest using the TypeScript SDK.

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Quiz: Alternative Data Sources | Algorithmic Trading Fundamentals

Free lesson from Algorithmic Trading Fundamentals: Quiz: Alternative Data Sources.

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Quiz: Fundamental Indicators | Algorithmic Trading Fundamentals

Free lesson from Algorithmic Trading Fundamentals: Quiz: Fundamental Indicators.

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Quiz: Technical Indicators | Algorithmic Trading Fundamentals

Free lesson from Algorithmic Trading Fundamentals: Quiz: Technical Indicators.

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Quiz: What Is an AI Agent? | AI Agents from Scratch

Free lesson from AI Agents from Scratch: Quiz: What Is an AI Agent?.

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Rate of Change (ROC) indicator

Measures the percentage change in price between the current price and the price N periods ago.

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Rate of Change of Indicator indicator

The percentage change of any indicator over a window.

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Relative Strength Index (RSI) indicator

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

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Relative Volume (RVOL) indicator

Current bar volume divided by the average volume of the trailing N completed bars. 1.0 means the bar is trading exactly its recent pace.

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Simple Moving Average (SMA) indicator

The average closing price over a specified number of periods.

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SMA of Indicator indicator

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

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Square Root indicator

Square root of an indicator.

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Standard Deviation of Indicator indicator

Computes the standard deviation of any indicator over a window.

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Stochastic Oscillator indicator

Momentum oscillator comparing the close to the high-low range over N bars, with %K smoothing and a %D signal average. Readings above 80 are overbought, below 20 oversold.

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Stock Report (Fundamental Strength Score) indicator

An AI-generated score from 1 to 5 that rates a company's overall fundamental strength. Synthesizes revenue growth, profitability, balance sheet health, valuation, and competitive positioning.

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Sum Order Amount indicator

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

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Sum Order Quantity indicator

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

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Supertrend indicator

ATR trailing band that ratchets with the trend and flips sides on a close through it. The direction line reads +1 in an uptrend, −1 in a downtrend.

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Tools: How AI Actually Does Things | AI Agents from Scratch

Function calling, APIs, and the structured-output trick

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Trace trading signals, orders and rejections

Read existing portfolio events with a bounded Python example, distinguish signals from fills and understand event-history limits.

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Trailing Sum indicator

The sum of an indicator's values over the last N periods.

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True Range indicator

The greatest of: current high minus low, |high − previous close|, or |low − previous close|. Measures single-period volatility.

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Turn a dataset into a custom indicator

Save signal rows with the time each value became available, then use that dataset as a custom indicator.

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Underlying Max Drawdown indicator

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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Volume indicator

Trading volume for the asset. Alias for the Fundamental indicator with the Volume metric — same pipeline and data sources.

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VWAP (Volume-Weighted Average Price) indicator

The average price weighted by volume throughout the trading session. A key intraday benchmark.

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What Are Alternative Data Sources? | Algorithmic Trading Fundamentals

Economic Indicators, Sentiment Data & More

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What Are Fundamental Indicators? | Algorithmic Trading Fundamentals

Understanding a Company's Financial Health

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What Are MCP Servers? | AI Agents from Scratch

Tools go by many names

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What Are Technical Analysis Indicators? | Algorithmic Trading Fundamentals

Mean reversion vs momentum

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What is a Trading Indicator? | Algorithmic Trading Fundamentals

The Building Blocks of Algorithmic Trading

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Who This Course Is For | AI Agents from Scratch

What you'll learn, and why it matters

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Williams %R indicator

Momentum oscillator placing the close within the high-low range over N bars, on a −100 to 0 scale. Above −20 is overbought, below −80 oversold.

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Year indicator

The current year.

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