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Hi every one,
I'm quite new to qc and I'm trying my hardest to automate my trading strategy, but at the moment I'm stuck at creating a scanner (that triggers at 9:29) that has this criterias:
-price between 5 and 20 dollars;
-percentage growth between 6 and 50 percent during market close;
-EMA50 > VWAP.
This scanner needs to return only one stock that has the highest percentage gorwth between 6 and 50 to avoid a situation like this:
i have a ticker that has a price of 7 and has gapped by 40%
and another ticker that has a price of 12 and has gapped by 30%
the scanner needs to return me the first stock as it's the one gapped the most.
Thankyou in advance for your time!
Derek Melchin
Hi Pietro,
Welcome to QC! It's not currently possible to schedule the coarse universe selection, but we are working on adding this functionality. Subscribe to this GitHub Issue to be notified of our progress.
In regards to creating a universe selection model that uses pre-market data, refer to this related thread.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Pietro ciarmatori
Thankyou very much Derek, and how about making it scanning for stocks at 9:30??
Using maybe the difference from the closing of the previous day?
Derek Melchin
Hi Pietro,
Yes, both approaches should be possible when the functionality is added.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
.ekz.
Hi Pietro, this backtest from another thread should give you a helpful starting point.Â
https://www.quantconnect.com/forum/discussion/10414/open-to-feedback-and-or-questions-on-this-simple-options-algo/p1/comment-29683In the above backtest, the logic for selection is below.Â
Note, the indicator logic is applied 30 mins after market open.Â
Pietro ciarmatori
Thankyou very much .ekz.!
Pietro ciarmatori
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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