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How to deal with many stocks.

Hello QuantConnect community.

I am really new to coding (two days to be honest). I work for a quant company though so I have access to really good signals (I attached an example of my first try based on models we developed in our lab in excel for trading cl1 futures).

Now I want to design an algo which trades based on input signals from our main algo, however this means I would have to pick stocks from between a universe of 500 daily ! So I guess I would really appreciate some help in

Question: how do I best approach loading them all and controlling their data, I guess I can tell the algo which 4 to buy daily on the excel sheet so prepare the trade picks in excel but I still need to load all their information.

Right now I use the "private const string Symbol = "USO";" in this example, but do I need to do it for 500 ?? and name the strings after the ticker ? !!!

Oh I work for I Know First as a finance side analyst, meaning I design strategies and review them, that is why I have no idea about code.

Thanks in advance.
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You could define a List with all the symbols you'd like to look at:List Symbols = new List
{
"SPY",
"AAPL",
"GOOG",
};
Then you can loop over the list and call AddSecurity:foreach (var symbol in Symbols)
{
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
}


We're currently working on a feature called universe selection. This will allow you to define a 'universe' of symbols based on fundamental data.
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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.


Is the universe selection now available?
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Universe selection is available in the open source project, but we're still working on testing it in regards to live trading. We'll let everyone know when this is available with a big sticky post on the forums :)
0

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.


Update Backtest





0

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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