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!
Alexandre Catarino
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.
Kgmanager
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