Earnings Announcements With Buybacks (C#)

The Earnings Announcements With Buybacks strategy buys stocks running active buyback programs a few days before their earnings announcements and exits shortly after the report.

• Entry Criteria: Buy DaysBefore days before earnings if the company has an active buyback.

• Long/Short: Long only.

• Exit Criteria: Sell DaysAfter days after the earnings date.

• Stops: No.

• Default Values:

• DaysBefore = 5

• DaysAfter = 1

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

• Category: Event-driven

• Direction: Long

• Indicators: Buyback + Calendar

• Stops: No

• Complexity: Intermediate

• Timeframe: Daily

• Seasonality: No

• Neural Networks: No

• Divergence: No

• Risk Level: Medium