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Help with trading earnings from external file
Beneficious IM
posted Jul 3, 2017

Hi. I’m trying to construct the following algo:
- open position in n days after the earnings report, given that the stock gapped down at opening after the announcement.
- hold stock for m days and close.

Earnings dates, as well as n and m are taken from external file (n and m are given by the columns ‘entry’ and ‘holding period’ respectively).

It seems that the open signal is correct. However, for stocks CMA, CTSH positions are opened on 2002-10-17 instead of 2002-10-16. My first idea is that there is not enough cash for it. Am I right and is there a way to ensure that there is enough cash reserved for all the positions?

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