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Universe Indicators

All,

I'm wondering what the best way to search a universe for indicator conditions.  For example, if I create a universe of 100 symbols, what is the best way to see all of them with EMA20 > EMA100*1.05 or something like this.  From the examples I've seen on here it looks like I need to basically create these EMAs for each symbol and then I can do my compairison.  Is this right, or is there a better way?

Update Backtest








This is right.
We propose the following solution: EmaCrossUniverseSelectionAlgorithm.cs.

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Update Backtest





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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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