Where to start?

Hi Dennis, welcome! There are a bunch of resources available to you here to help you get a good grasp on the QC universe. My personal order of preference is: 1.) Read through the documentation top to bottom to get a good grasp of QC's capabilities. This is not the end-all, be-all, as sometimes features are released before documentation is updated (they're generally pretty good about making sure its all synced up though). 2.) After that, proceed to the QC University and look through some of the tutorial algorithms. A lot of questions you may have (how do I search a universe of stocks [like you alluded to in your post]? how do I import external data? etc.). The QC University can be accessed through the left hand side of the Backtester. 3.) I'd also download a copy of the Lean engine. The entire QC engine (the backtester) is completely open source, so if you'd like to open it in Visual Studio and use its Intellisense to backtrack to the core engine and see all of the methods available to you (which are all very well commented), that might help a lot. 4.) Finally, don't be shy to ask questions here on the forums! 99% of my questions have been answered here; the community is very helpful. To get you started on your initial goal, I'd check out the Coarse Universe algorithm (stickied to the top of the forum), which can find x% of stocks within the entire universe based on your own personal logic (in your case relative volume). That algorithm in particular searches the entire universe of stocks and picks the top five that exhibit the greatest delta between their fast and slow EMA signals. Welcome again, and good luck! :-)