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Hello,
I'm wondering if someone could help me reconceptualize how to trade only equities included in the "Yahoo Top Gainers" list. I've tried using a 'Universe Selection' to find the most active stocks. But that is always one day behind because 'Universe Selection' is done at midnight. It only gives me a static list of yesterday's most active stocks, which are not the ones I want to trade today. Is there a way to do some kind of 'Universe Selection' scan every 15 minutes during the trading day to pull in the top stocks to monitor for long or short signals? Maybe the 'Universe Selection' way of thinking is the wrong approach in the first place? Or perhaps this is just not something that is possible with QuantConnect?
Ideally I would like a refreshing list of all equities that are 10%+ over their previous day's close. And I could filter to only include equities on US exchanges, above $1 per share, and above 1M volume.
Any advice, help, or offers to build this (for payment) are appreciated!
It seems like these thread were asking a similar question:
https://www.quantconnect.com/forum/discussion/7699/universe-selection-scanner-that-can-occur-multiple-times-a-day/p1https://www.quantconnect.com/forum/discussion/6900/get-today-039-s-top-gainers/p1https://www.quantconnect.com/forum/discussion/2393/top-gainers-for-day-trading/p1
Thanks
Sean
Aaron Janeiro Stone
Two things that should help: First, you should know tha\at you can subscribe to data at lower resolutions. For example, a resolution of hourly means that data is acquired such that each tradebar (o,h,l,c, etc) is per hour. For universe selection timing, have a look at
https://www.quantconnect.com/docs/algorithm-framework/universe-selection#Universe-Selection-Scheduled-Universe-Selection
S O'Keeffe
Hi Aaron,
Sorry I did not see your reply earlier! Thank you so much for your response. Is it practical to call this scheduled universe selection tool every 5 minutes during the trading day? This is essentially what I am looking to accomplish:
https://www.quantopian.com/posts/can-someone-check-my-logic-trying-to-calculate-top-gainers-and-losers-by-percentage-each-day-1#5f80f97ab5245b0015e29bb2Thanks,
Sean
S O'Keeffe
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