Hi all, new to QC but not new to algo trading. Is it possible to backtest the following stock trading strategy on the platform?

Every morning, 20 mins after market open:

  1. Filter list of all tradeable stocks that meet following criteria:
    • Gapped up: Opened over x% higher than yesterday's close
    • Breakout signal detected since open (using technical indicators eg: Bollinger Band, Keltner Channels or Donchian Channel)
    • High Liquidity and tight Bid-Ask Spread
  2. Sort symbols based on Bid-Ask Spread, or some other criteria
  3. Enter(Buy) the top symbol at market with up to 20% of available capital, 
  4. Exit based on initial stop loss and a trailing stop triggered at an activation level --all based on ATR multiples. 

Is this possible? If it is, I would really appreciate any links to resources.  Specifically, links to relevant documentation, articles, or links to similar projects I may be able to clone. 

Thanks in advance!