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Hi, i was wondering if it would be possible to screen all the stocks on the Nasdaq using a daily resolution inorder to find relative volume then proceed to trade on minute intervals if the rvol meets a certain criteria, for that day. If so, what functions or methods should i look into and how would i incorporate two different resolution?
Thanks for any help
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Shile Wen
Hi Ryan,
Coarse/Fine universe filters run on a daily resolution, but you can specify the data on a minute resolution by setting self.UniverseSettings.Resolution = Resolution.Minute. I'd suggest the EMA BootCamp on using indicators with a universe. Furthermore, we can update the indicators with the .Volume field of the coarse objects (note the bootcamp uses the .AdjustedPrice field, simply replace this with .Volume after changing the indicator).
Best,
Shile Wen
Ryan Tauhid
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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