We can filter stock by dollar volume in coarse:
def MyCoarseFilterFunction(self, coarse):
sortedByDollarVolume = sorted(coarse, key=lambda x: x.DollarVolume, reverse=True)
return filtered[:100]
This looks at daily volume. but what if we want to look at monthly volume? That is, we want 100 most liquid stocks by monthly volume?
Varad Kabade
Hi Mislav,
Refer to the following thread regarding the implementation of the custom volume indicator and using it inside the coarse filter function.
Best,
Varad Kabade
Mislav Sagovac
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