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Zaktualizowano Fundamental Strategy - anuragmundra
Fundamental Score Based Backtest
This strategy combines fundamental analysis with automated backtesting to help identify long-term investment opportunities. Instead of relying only on price action or technical indicators, it evaluates the financial health of a company and generates simulated BUY/SELL signals accordingly.
🔑 Key Parameters Considered:
Price-to-Earnings (P/E Ratio): Ensures the stock is not overpriced.
Return on Equity (ROE): Indicates efficiency of management and business profitability.
Debt-to-Equity Ratio (D/E): Evaluates leverage and financial risk.
Revenue Growth (YoY): Shows business expansion and demand.
EPS Growth: Reflects consistent profit generation for shareholders.
Sales Growth: Confirms topline improvement.
Profit Growth: Measures bottom-line strength.
✅ Buy Condition
When the fundamental score ≥ 70/100, the strategy enters a long position.
Score is based on meeting/exceeding thresholds for P/E, ROE, Revenue Growth, EPS Growth, Sales Growth, Profit Growth, and Debt-to-Equity.
❌ Sell/Exit Condition
When the score falls below 70, the position is closed.
⚡ How to Use
Designed for medium to long-term investors who prefer fundamentally strong companies.
Can be run in the Strategy Tester to evaluate the historical performance of any stock.
Suitable as a stock-picking filter rather than a short-term trading system.
📊 Notes
Some ratios (like ROE) are based on annual values (FY), while others (EPS, Revenue, Net Income) use TTM for recency.
Not all symbols/exchanges provide full fundamental data. If data is missing, some metrics may show as N/A.
⚠️ Disclaimer: This is an educational tool for research and backtesting only. It is not financial advice. Always combine with your own due diligence before making investment decisions.
This strategy combines fundamental analysis with automated backtesting to help identify long-term investment opportunities. Instead of relying only on price action or technical indicators, it evaluates the financial health of a company and generates simulated BUY/SELL signals accordingly.
🔑 Key Parameters Considered:
Price-to-Earnings (P/E Ratio): Ensures the stock is not overpriced.
Return on Equity (ROE): Indicates efficiency of management and business profitability.
Debt-to-Equity Ratio (D/E): Evaluates leverage and financial risk.
Revenue Growth (YoY): Shows business expansion and demand.
EPS Growth: Reflects consistent profit generation for shareholders.
Sales Growth: Confirms topline improvement.
Profit Growth: Measures bottom-line strength.
✅ Buy Condition
When the fundamental score ≥ 70/100, the strategy enters a long position.
Score is based on meeting/exceeding thresholds for P/E, ROE, Revenue Growth, EPS Growth, Sales Growth, Profit Growth, and Debt-to-Equity.
❌ Sell/Exit Condition
When the score falls below 70, the position is closed.
⚡ How to Use
Designed for medium to long-term investors who prefer fundamentally strong companies.
Can be run in the Strategy Tester to evaluate the historical performance of any stock.
Suitable as a stock-picking filter rather than a short-term trading system.
📊 Notes
Some ratios (like ROE) are based on annual values (FY), while others (EPS, Revenue, Net Income) use TTM for recency.
Not all symbols/exchanges provide full fundamental data. If data is missing, some metrics may show as N/A.
⚠️ Disclaimer: This is an educational tool for research and backtesting only. It is not financial advice. Always combine with your own due diligence before making investment decisions.
Informacje o Wersji
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Skrypt chroniony
Ten skrypt został opublikowany jako zamknięty kod źródłowy. Możesz jednak używać go swobodnie i bez żadnych ograniczeń – więcej informacji tutaj.
Wyłączenie odpowiedzialności
Informacje i publikacje przygotowane przez TradingView lub jego użytkowników, prezentowane na tej stronie, nie stanowią rekomendacji ani porad handlowych, inwestycyjnych i finansowych i nie powinny być w ten sposób traktowane ani wykorzystywane. Więcej informacji na ten temat znajdziesz w naszym Regulaminie.