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Custom universe based on gap, volume and price for a specific date

Hello, I am still trying to figure things around, so how I can create a custom universe for let’s say December16th 2016 and display all stocks that were gap up more that 4% and also gap up the day before more than one percent and the average 1 month volume > 250000 and opening price is > $10

Thanks a lot!

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Hi LJ; you can check out this example algorithm to get started:

https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/EmaCrossUniverseSelectionAlgorithm.cs

There is also alot of documentation available on the docs page:

https://www.quantconnect.com/docs

 

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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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