Hi Guys

I'm new to QC. I would like to automate some of my daytrading setups. I have briefly read all the documentation, but did not see any clear discussions on picking a symbol set before the open. 

For example if I want create an algo that would do the following:

1. at 9:20AM pre-market, find symbols (equity) that are over $1 and under $10, where the last price at 9:20AM is > 20% from previous days closing price.

2.  volume at 9:20AM must be > 200k

3. Get the highest high between yesterday's close and 9:20AM (pre-market high)

4. After the market opens go long on break of PM high.

How would i go about doing that.

Is there a sample algo already written that does something similar to this?

Thanks for any help.