Earnings Announcements With Buybacks (C#). StockSharp

Author: StockSharp
N: 2008
v5.0.0 (8/7/2025)
Downloads: 0

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