Book to Market Value

The Book-to-Market Value strategy demonstrates universe parameter setup and daily candle subscription for the book-to-market factor. This sample is a placeholder and currently contains no trading logic.

Details

• Entry Criteria: Factor logic not implemented.
• Long/Short: Both directions.
• Exit Criteria: None.
• Stops: No.
• Default Values:
  • MinTradeUsd = 200
  • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
• Filters:
  • Category: Fundamental
  • Direction: Both
  • Indicators: Fundamentals
  • Stops: No
  • Complexity: Beginner
  • Timeframe: Daily
  • Seasonality: No
  • Neural Networks: No
  • Divergence: No
  • Risk Level: Low