Hi all,
Do we have any sample codes for scanning stocks symbol based on specific criteria? For instance, I want to scan for all stocks in premarket (if possible) that are gapping up or down some percentage and other criteria as well (volume, atr, etc). Thanks.
Michael
QuantConnect offers rotating securities in your algorithm based on filter criteria using Universes. Checkout this sample which picks symbols who have their 50 day ema over their 100 day ema. Check out the CoarseFundamental and FineFundamentalTypes to see all the possibilities for filtration.
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.
Thank you Gurumeher!!! You are a great help and pointing me in the right direction. I will read up more on AddUniverse, CourseFundamental and FineFundamental. I am still a newbie with C# but learning more and more each day...exciting stuff for sure!
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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