Earnings Announcement Premium (Python)

The Earnings Announcement Premium strategy buys stocks a few days before earnings announcements and exits shortly after the release.

• Entry Criteria: Buy DaysBefore days prior to earnings.

• Long/Short: Long only.

• Exit Criteria: Sell DaysAfter days after earnings.

• Stops: No.

• Default Values:

• DaysBefore = 5

• DaysAfter = 1

• CandleType = TimeSpan.FromDays(1).TimeFrame() [*]Filters:

• Category: Event-driven

• Direction: Long

• Indicators: Calendar

• Stops: No

• Complexity: Beginner

• Timeframe: Daily

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium