I am trying to take the 200-50 EMA Momentum Universe tutorial and add a Fine Universe on top of the coarse universe to filter further; however, I am having issues where the algorithm seems to skip the fine universe entirely. Does anyone know how to work around this?
Jared Broad
This isn't a “system issue” but likely a change made to the algorithm. Please post the code for further assistance.
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Hans Hinnershitz
Louis Szeto
Hi Hans
I tested your code and it seems fine.
It does return around 2000 in coarse and exactly 15 symbols after fine filter. BTW your above code is missing a list “selected” i nselectCoarse method.
Cheers
Louis
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.
Hans Hinnershitz
I am sorry, where am I missing “a list “selected” in selectCoarse method.”?
Also, I seem to consistently be getting issues with insufficient margin, where I did not before I implemented the EMA filter, so I thought that maybe I was returning more than 15 symbols and that was the issue. I'll look into it further.
Hans Hinnershitz
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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