Sorry. relatively new. Just a quick question...

Is there ANY way to combine ScheduledUniverseSelectionModel with filters based on things like indicators, or identity data concerning the previous day's close and current trading day's open?

I just want to have a universe made out of stocks that have gapped up. Currently I'm trying to schedule universe selection at 9:31 am. But now I cannot perform coarse selection. 

I know I can get these stocks through regular AddUniverse and then OnData, but it seems incredibly wasteful to have a large universe that must run through OnData in order to cut it down to the target equities.

Thanks ahead of time!!