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Can't get my custom universe selection to work

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);
});

 

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On every universe selection event, you are creating a new Bollinger Band indicator. Consequently, the indicator is never ready, since it needs 20 samples to issue the first valid value.
We need to save the indicator for every symbol, update it on every universe selection event and finally use it to select the symbols.

Please checkout the attached project. You can easily adapt to use Bollinger Bands instead of Exponential Moving Averages.
 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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