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)