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.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:
#Liquidate removed securities
for security in self.changes.RemovedSecurities:
if security.Invested:
#Allocate 9% of portfolio to added security:
for security in self.changes.AddedSecurities:
self.SetHoldings(security.Symbol, .09)