class VentralResistanceThrustAssembly(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 8, 27)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.UniverseSettings.Resolution = Resolution.Daily
        self.AddUniverse(self.CoarseFilter)
        self.tickers = ['AAPL', 'MSFT']

    def CoarseFilter(self, coarse):
        coarseMyTickers = [c for c in coarse if c.Symbol.Value in self.tickers]
        # do futher filtering/sorting (optional)
        coarseFiltered = [c for c in coarseMyTickers if c.Price > 1]
        coarseSorted = sorted(coarseFiltered, key=lambda x: x.DollarVolume)
        
        return [c.Symbol for c in coarseSorted]
        
    def OnSecuritiesChanged(self, changed):
        for security in changed.AddedSecurities:
            self.Log(security.Symbol)