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AddUniverse(coarse =>
{
return (from cf in coarse
where cf.Price > minPrice
where cf.Volume > minVolume
// orderby cf.Price descending
orderby cf.Volume descending
select cf.Symbol).Take(15);
});
Using the above statement I onyl want to add stocks to the Portfolio. But it looks as is futures are added as well. Backtests showed that symbol VXX was added and when buying it my portfolio cash decreased dramatically as I treated in as as stock.
How can I detect futures or avoid adding futures to the list?
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