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Hi all,
I'm brand new to QuantConnect, reasonably competent in Python, and looking to automate some of my day trading process. Step 1 in my algo strategy is to mimic basic stock scanner functionality by creating a refreshable Universe of stocks with the following characteristics:
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Laurent Crouzet
Welcome to the Community!
The Boot Camps should help you a lot in doing most of what you have described above.
You should probably try to complete the following Boot Camps (and maybe the others?) to understand the basics of QC.
https://www.quantconnect.com/terminal/#lesson-1/Buy-and-Hold-/-EquitiesBasic BootCamp : Buy and Hold:
https://www.quantconnect.com/terminal/#lesson-268/Liquid-Universe-SelectionSelecting a universe:
Scheluding Events:
https://www.quantconnect.com/terminal/#lesson-267/Opening-Range-BreakoutLaurent Crouzet
"Fading the Gap" should also help you (Schdelued events, rolling window)
https://www.quantconnect.com/terminal/#lesson-269/Fading-The-GapGrateful Trading
Thank you Laurent Crouzet
I will say that most of the exercises seem geared toward building an algo that invests long term or swing trades. If there are any other resources specifically for short-term strategies, feel free to point me in the right direction.
Laurent Crouzet
Agreed!
However, in each of the 5 Boot Camps, you will see a working example of what you are requesting: it is generally much more useful to learn by doing, because you will much better understand how the QC platform works, and there are many useful tips given.
1. Asking for a task Scheduled: see "Fading the Gap" (269) above for several examples
2. Universe with "> 1B market cap" and "> 1M avg daily volume" and ">$10 price"? Two lessons will be around that universe selection (Liquid-Universe-Selection (268) and "Liquid Value Stocks" (a little more advanced) (274) :
https://www.quantconnect.com/terminal/#lesson-274/Liquid-Value-Stocks3. As for the "> 3% change (+/-) from previous daily close to current price", you have an example in the task 149 of Fading the Gap (3rd part of the Boot Camp)
https://www.quantconnect.com/forum/discussion/7043/accessing-pre-market-data/p1The issue that might remain is that you will be able to do everything you want with the examples above, except that you will update "daily 1 minute after the market open" and not "daily 30 minutes prior to market open."
To do this, you can use what Rahul's solution of asking for extended market hours:
Does that point you in the right direction?
Grateful Trading
It sure does! Thank you.
Grateful Trading
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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