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Using the Universe Selection Model to select assets that make a new high or new low over a period

Can the Universe Selection Model be used to select assets that make a new high or low over a set period? I'm having a lot of trouble trying to figure out how to do this. Specifically, I'm looking to select assets that close on a new high or low over 20 days to pass to my Alpha Model.

Thanks!

 

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Hi kgmanager ,

Please check out your thread:
EMA Cross Coarse Universe with Highs and Lows
where this question was addressed as the provided code snipped can be implemented in Universe Selection Models too.

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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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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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