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How can I add coarse universe to an existing strategy?
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.
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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.
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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