Hello, I am still very new here but I was wondering how/if you can sort by an indicator value in coarse universe selection? 

Specifically, I am trying to rank 10 stocks on their momentum (MOM Indicator) and was wondering how to implement indicators in universe selection. 

Thank you!

class CasualAsparagusPelican(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2015, 1, 1)
        self.setEndDate(2022, 1, 1)
        self.SetCash(100000) 
        self.SetBenchmark("SPY")
       
        self.UniverseSettings.Resolution = Resolution.Daily
        self.universe = self.AddUniverse(self.CoarseSelectionFunction)
        self.changes = None
        
        # top 500 stocks worth more than $10 and > $10M daily volume 
    def MyCoarseFilterFunction(self, coarse):
        sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
        filtered = [ x.Symbol for x in sortedByDollarVolume 
                      if x.Price > 10 and x.DollarVolume > 10000000 ]
        return filtered[:200]
        
        #Sorts by top 10 Momentum 
        sortedByMomentum = 

    def OnData(self, data):
            #if no changes do nothing
        if self.changes is None: 
         return 
            #Liquidate removed securities
        for security in self.changes.RemovedSecurities:
            if security.Invested:
              self.Liquidate(security.Symbol) 
            #Allocate 9% of portfolio to added security: 
        for security in self.changes.AddedSecurities: 
            self.SetHoldings(security.Symbol, .09)