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EMA Cross Coarse Universe with Highs and Lows

Hello.

IEnumerable<Symbol> MyCoarseFilterFunction(IEnumerable<CoarseFundamental> coarse) {
// Linq makes this a piece of cake;
var stocks = (from c in coarse
let avg = _stateData.GetOrAdd(c.Symbol, sym => new SelectionData(200))
where avg.Update(c.EndTime, c.AdjustedPrice)
where c.DollarVolume > 1000000000 &&
c.Price > avg.Ema
orderby c.DollarVolume descending
select c.Symbol).Take(10).ToList();
return stocks;
}

I would like to generate an EMA using the high prices for the day as opposed to the adjusted price (adjusted Close?) for use in my coarse filter. How can I pass the high to the Update method? I tried using 'History<TradeBar>(c.Symbol, 1, Resolution.Daily).First().High' in place of 'c.AdjustedPrice', but then I get "Runtime Error: Sequence contains no elements."

Any suggestions? Thanks!

Update Backtest







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Update Backtest





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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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