My strategy is to long/ short breakouts on Bollinger Bands. However, I am having some trouble, my custom selection isn't returning anything. 

I have attatched all the code, but here is my selector:

AddUniverse(coarse => {
return (from c in coarse
let bb = BB(c.Symbol, 20, 2, MovingAverageType.Exponential, Resolution.Hour)
where (c.Price > bb.UpperBand || c.Price < bb.LowerBand)
orderby c.DollarVolume descending
select c.Symbol).Take(500);