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Add indicators to fine fundamental filter

Hi - I am wondering how i might include momentum (e.g., 12-1, sector relative, etc.), or include technical indicators (e.g., RSI, ADX, SMAs) for each individual stock within the fine universe (i.e., other than the ValuationRatios.PriceChange1M which is included in the fine universe).

A good example may be the following tutorial from the strategy library: 

https://www.quantconnect.com/tutorials/strategy-library/stock-selection-strategy-based-on-fundamental-factors

Say I wanted to add a filter that further cuts the 'fine' universe by only taking stocks with 20d SMA > 100d SMA. How might I append the attached code to implement this (clone the notebook from within the tutorial)?

Thank you and apologies if this is obvious to some!

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The price data which used to generate the indicator is available in Coarse Universe so you can add the indicator filter in CoarseUniverseFunction. 

Please refer to this example EmaCrossUniverseSelectionAlgorithm. The algorithm should spend a few days (the period of indicator) to initialize before it starts to trade.

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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.


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