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.
- Entry Criteria: Factor logic not implemented.
- Long/Short: Both directions.
- Exit Criteria: None.
- Stops: No.
- Default Values:
- MinTradeUsd = 200
- CandleType = TimeSpan.FromDays(1).TimeFrame()
- Filters:
- Category: Fundamental
- Direction: Both
- Indicators: Fundamentals
- Stops: No
- Complexity: Beginner
- Timeframe: Daily
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Low