Hello,

I would like to copy the concept of the Coarse Selection Filter as it's laid out in the "Liquid Universe Selection" Tutorial in QuantConnect's Boot Camp.  But instead of filtering by dollar volume and picking the 8 symbols with the highest dollar volume, I would like to filter by largest daily gainers and pick all of the top gainers that are up 10% or more on the day.  Would anyone mind helping me put that together?  Or point me in the right direction to find how to substitute in % gain instead of dollar volume?

Thanks!

Sean

 

Here is the "Liquid Universe Selection" Tutorial I'm following with the Coarse Selection Filter part beginning at 2:37    

https://www.youtube.com/watch?v=rf7t5K1Bczc