Earnings Announcement Premium (Python). StockSharp

Author: StockSharp
N: 2005
v5.0.0 (8/7/2025)
Downloads: 0

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