How can I add coarse universe to an existing strategy? by Richard Hamilton

Richard Hamilton

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I have 2 working algos. One is an opening range breakout from here: [Strategy] Opening Range Breakout (attached to this post) and the second one is a simple algo to create a coarse universe (I'll attach this to a post directly below this one).

I would like to combine the two algos into one such that I can run the ORB algo on symbols fed from the coarse universe algo.

I've spent some time trying to combine the code and always end up down a rabit hole with a lot of errors.

I was wondering if someone could assist me on how to accomplish this.

Thank you

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Richard Hamilton

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