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