Hello Community, i'm new in quantconnect, but i have used other similar backtesting sites, where you can scan for stocks that meets certain parameters.
But looking to quantconnect way to add data, i see that the only way is to add a list of predefined equities or a single security, but the problem is that for my code i don't have the list of equities, instead of that i scan for stocks with the next criteria:

Gap Up = +15%
Price= Under $30
Volume = Above 500000

And then use the results of the scan for backtesting.
Is possible to do this?