Below is the code I am using, it compiles,but it does not enter day after Fidelity EPS release.
Would appreciate your pointing what I am doing wrong.

CODE:
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I removed all other rules so we could focus on culprit

Thanx in advance.

Here's the solution:

CODE:
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BTW, since earnings are seldom available via Fidelity right after release, the smart thing to do is to put in a delay period for backtesting purposes. Happy trading.

Agreed, I planned to use 3-5 day delay so any immediate reaction avoided.

Thank you Sam!

I'm using 3-minute bar intervals and trying to open a position on S&P500 stocks the morning after quarterly earning release after the first 3-minute bar (i.e. at 6:33am ET).
Following is the code i used (similar to the function suggested above), but it reports every day as EarningsRelease day fiDays==0 every day - see below an excerpt of the PrintDebug log, showing every day for 1 stock AEE

How do i detect Earning Release date (one/quarter) and trade the morning after?

CODE:
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ER Date+1= 9/19/2014,Stock=AEE
ER Date+1= 9/22/2014,Stock=AEE
ER Date+1= 9/23/2014,Stock=AEE
ER Date+1= 9/24/2014,Stock=AEE
ER Date+1= 9/25/2014,Stock=AEE
ER Date+1= 9/26/2014,Stock=AEE
ER Date+1= 9/29/2014,Stock=AEE
ER Date+1= 9/30/2014,Stock=AEE
ER Date+1= 10/1/2014,Stock=AEE
ER Date+1= 10/2/2014,Stock=AEE

For simplicity's sake, use Daily data. If you need to retrieve the opening price, use GetSessionOpen.

FYI "net income" is a Fidelity fundamental. Fidelity fundamentals have been broken since August 21. See thread in this forum (link below). Please call Fidelity to add more incentive for them to fix this.

Fidelity customers - please also call to raise the attention level at Fidelity:
Contact Fidelity Wealth Lab Pro representatives at:
800-823-0175 (all times Eastern)
8:00 a.m. to 5:00 p.m. Monday through Friday

http://www.wealth-lab.com/Forum/Posts/Fundamental-Data-Reporting-Lag-Consequences-35353

Thanks LenMoz, Eugene,

I tried the EarningsDate.InWindow method (code below) and that seems to work better than the one above, but 2 issues
1) the data is available only for 2013 Jan-Nov but not after then (i tried with AAPL and a few other stocks).
2) Also, the dates are not correct - they'r offset by 1 or 2 days for some symbols. e.g. it reports YHOO on 1/30 and ZMH on 1/28, but per 99WallStreet both these companies released earnings on 1/29.

QUESTION - how do i download the 99WallStreet earning date data source? Is that more accurate and up-to-date?
I followed instructions on http://www2.wealth-lab.com/WL5WIKI/99WSProvider.ashx but don't see it in the Download Manager.

CODE:
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QUOTE:
how do i download the 99WallStreet earning date data source?

Like with any other extension that you can install from this website: visit the Extensions section of this site. If you did something wrong when installing the extension, review this illustrated tutorial and/or check out the Wealth-Lab User Guide > Extension Manager.

QUOTE:
it reports YHOO on 1/30 and ZMH on 1/28, but per 99WallStreet both these companies released earnings on 1/29.

Then it is precise. As per 99WallStreet:

ZMH Jan. 30, 2014
YHOO Jan. 28, 2014