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Universe Indicators

Hi all,

I'm having trouble with universes still.  I have gone over Michael's origional post and even posted before and was linked to the Git, but I can't seem to get anything good going with this.  Can someone help me out with a simple example?  Looking to just build a universe of (5) symbols and see if their RSI is below 30.  I'm also wondering if it is possible to look at historical indicator data.  For example, I see one is below 30 RSI and start looking at EMA30-EMA15 from 30m ago.  Any help is much appreciated!

SC

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In the attached project, we added the RSI indicator in the EmaCrossUniverseSelectionAlgorithm we can find in github.
For past EMA, you need to create a RollingWindow. Please checkout this thread: 

https://www.quantconnect.com/forum/discussion/554/preferred-method-of-keeping-a-history-rollingwindow-of-indicators/p1

 

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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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