Earningsreport — Penunjuk dan Strategi

REM Algo - Earnings Alerts Not everyone wants to hold positions through earnings announcements — and if you’re evaluating a strategy, earnings-related gaps can distort performance metrics and make results harder to interpret. This script helps you manage earnings risk by triggering alerts during an Earnings Blackout window. You can: get an alert to close positions the day before earnings, and/or receive a reminder not to open new positions on blackout days prior to the earnings announcement. Add alerts to the stocks you trade. When a blackout day occurs, the script triggers at the hour and minute you choose in the settings. The Earnings Blackout period covers the day before and the day of the earnings announcement, adjusted for weekends and market holidays. Use it as a standalone risk-control tool — or alongside your existing strategy — so earnings gaps don’t interfere with your trading rules or your backtest results.

Quarterly Earnings - v1 This script shows company fundamentals in a TradingView table: Earnings Per Share (EPS), Price-to-Earnings Ratio (P/E, TTM), Sales (in Crores), Operating Margin (OPM %), Return on Assets (ROA %), and Return on Equity (ROE %).

Aftershock Playbook: Stock Earnings Drift Engine Strategy type Event-driven post-earnings momentum engine (long/short) built for single-stock charts or ADRs that publish quarterly results. What it does Detects the exact earnings bar (request.earnings, lookahead_off). Scores the surprise and launches a position on that candle’s close. Tracks PnL: if the first leg closes green, the engine automatically re-enters on the very next bar, milking residual drift. Blocks mid-cycle trades after a loss until the next earnings release—keeping the risk contained to one cycle. Think of it as a sniper that fires on the earnings pop, reloads once if the shot lands, then goes silent until the next report. Core signal inputs Component Default Purpose EPS Surprise % +0 % / –5 % Minimum positive / negative shock to trigger longs/shorts. Reverse signals? Off Quick flip for mean-reversion experiments. Time Risk Mgt. Off Optional hard exit after 45 calendar days (auto-scaled to any TF). Risk engine ATR-based stop (ATR × 2 by default, editable). Bar time stop (15-min → Daily: Have to select the bar value ). No pyramiding beyond the built-in “double-tap”. All positions sized as % of equity via Strategy Properties. Visual aids Yellow triangle marks the earnings bar. Diagnostics table (top-right) shows last Actual, Estimate, and Surprise %. Status-line tool-tips on every input. Default inputs Setting Value Positive surprise ≥ 0 % Negative surprise ≤ –5 % ATR stop × 2 ATR length 50 Hold horizon 350 ( 1h timeframe chart bars) Back-test properties Initial capital 10 000 Order size 5 % of equity Pyramiding 1 (internal re-entry only) Commission 0.03 % Slippage 5 ticks Fills Bar magnifier ✔ · On bar close ✔ · Standard OHLC ✔ How to use Add the script to any earnings-driven stock (AAPL, MSFT, TSLA…). Turn on Time Risk Management if you want stricter risk management Back-test different ATR multipliers to fit the stock’s volatility. Sync commission & slippage with your broker before forward-testing. Important notes Works on every timeframe from 15 min to 1 D. Sweet spot around 30min/1h All request.earnings() & request.security() calls use lookahead_off—zero repaint. The “double-tap” re-entry occurs once per winning cycle to avoid drift-chasing loops. Historical stats ≠ future performance. Size positions responsibly.