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Earnings Quality Factor (C#)
Published
Aug 7, 2025
1y ago
Total Downloads
733
733
Install
dotnet add package StockSharp.Strategies.0370_Earnings_Quality_Factor --version 5.0.0
No framework information available.
README
Earnings Quality Factor (C# Version)
The Earnings Quality Factor strategy rebalances annually on July 1, going long high quality and short low quality stocks based on earnings quality scores.
Details
- Entry Criteria: Annual July 1 rebalance using quality scores.
- Long/Short: Both.
- Exit Criteria: Next annual rebalance.
- Stops: No.
- Default Values:
MinTradeUsd = 100CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Fundamental
- Direction: Both
- Indicators: Quality
- Stops: No
- Complexity: Intermediate
- Timeframe: Daily
- Seasonality: Yes
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
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