Earnings Quality Factor (C#). StockSharp

Author: StockSharp
N: 2010
v5.0.0 (8/7/2025)
Downloads: 0

The Earnings Quality Factor strategy rebalances annually on July 1, going long high quality and short low quality stocks based on earnings quality scores.

  • Entry Criteria: Annual July 1 rebalance using quality scores.
  • Long/Short: Both.
  • Exit Criteria: Next annual rebalance.
  • Stops: No.
  • Default Values:

    • MinTradeUsd = 100
    • CandleType = TimeSpan.FromDays(1).TimeFrame()

  • Filters:

    • Category: Fundamental
    • Direction: Both
    • Indicators: Quality
    • Stops: No
    • Complexity: Intermediate
    • Timeframe: Daily
    • Seasonality: Yes
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium