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.
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!
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