Hi! I'm pretty new to Quantconnect and am trying to test my skills by making a gap up scanner, with the Universe restricitions that the 10 day SMA of the volume is > 3,500,000 and the price is between 1 and 100. The first is that when I go and look at the order history in the backtesta and then check the volume on the date it was ordered, it definitely does not satisfy the 10 day SMA volume conditions in the Universe (for example AAAU on 10/14). I'm sure I am doing something wrong when defining this Universe, but I'm not sure what. The second issue is that my algorithm seems to only trade "SPY" for the first 14 days before trading other securites as well. Additionally, the part that detects a gap up seems to be not working as expected. Any help would be greatly apprecieted! I have attached a backtest with the code below.