Having some trouble accessing the securities that are added to my universe. I want to pull them out of the securities changed collection and put them into an array or a string to be used in other parts of my script. The following code is my filter. https://kobra.io/#/e/-KB0go5JtfYWyUp2Kvmn https://kobra.io/#/e/-KB0iuMmBwWhUQEc78HI As you can see it returns 3 securities with the Take method. I've tried using AddedSecurities, ToString(), and ToArray() on the SecuritiesChanged collection. The second script is the one I want to merge with the first one and use the coarse universe selection instead of the line that delegates symbols to a string. Please help! PS. Code snippets don't work.
Michael Handschuh
In the future please post an algorithm/backtest as this will make it easier to identify the exact issue you're having. The SecuritiesChanged object can be saved off directly for use in other parts of your algorithm. The first code snippet you link to already does this. In the OnSecuritiesChanged event it saves off the SecuritiesChanged object and then reuses it in the OnData method. If you just wanted to save the AddedSecurities you could do something like this:
var addedSecurities = securityChanges.AddedSecurities.ToList();
Then you could reuse that list elsewhere in your algorithm.Travis Teichelmann
Michael - Thank you for your answer. I couldn't get the backtest to run so I couldn't link it. There is still some problem with code snippets since they usually return PHP errors like this one "DOMDocument::loadHTML(): Tag symbol invalid in Entity, line: 1". What am I doing wrong? I didnt know about the ToList() method but that would work perfectly for another strategy I have in mind. After some frustration I finally figured it out and didnt need to make list of symbols I only needed to pick one.
Travis Teichelmann
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