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:
There is also alot of documentation available on the docs page:
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.
HI LJ, did you ever find a solution to this? im having the same issues right now
Hi Ryan,
Universe data is updated once per day, at midnight. Therefore, it's not possible to filter by the gap percentage or opening price. We can, however, filter for securities based on monthly volume. Refer to the EmaCrossUniverseSelectionAlgorithm for assistance.
Once our universe is selected, we can restrict the collection of securities to only those that have gapped up. To do so, we can use a Scheduled Event as shown in this related thread.
Best,
Derek Melchin
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.
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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