Hi All,

I'm trying to do the below & having some difficulties (all the prices, indicator values etc are showing as 0).

I want to:

- Filter by top 500 by market cap

- Filter by a valuation ratio

- Set an indicator (like ATR) on the resulting universe

My questions:

1) Is it not possible to set indicators in OnData?

2) How do I know what is inside the universes i.e. self._changes.AddedSecurities etc... ? Very confusing.

I've attached the back test which is showing no values in the logs.