Value Investing Strategy

2021年6月16日

Simple fundamental investing strategy based on two factors - Value and Growth

• Look for value factor at its 6 months lowest. (Change Length to alter this. Each unit represents 3 months)
  
• Verify that selected growth factor is increasing. (Compare with moving average)
  
• Optionally consider stocks only if Piotrovski-F-Score is above PfScoreLimit
  

Exit Strategy include:

• Reversal - Sell when value factor is at 6 months peak.
  
• Trailing - Trail with 2 ATR. Can be changed in settings.
  
• Combined - Keep reducing upon value factor reaching 6 months high. But full exit happens when stop loss is hit.
  

2021年6月19日

版本注释

Fixed repainting. But, this makes the strategy less efficient.

2021年6月19日

版本注释

Using 1M timeframe to check fundamentals instead of 3 months to increase number of signals.

2021年6月22日

版本注释

Made to use daily timeframe price per sales data.