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Hi,
I am trying to filter a universe based on stock performance (5 yr/10yr /20yr). However I am not seeing any relevant attributes that could filter by performance. Any pointers?
PS: I referred the below link
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Varad Kabade
Hi Rakesh Gopal,
We recommend going through the following universe selection model, which uses the EMA indicator during universe selection; we can modify the code to use the Rate of Change indicator to implement the above logic. Refer to the following docs on indicators for more information.
Best,
Varad Kabade
Rakesh Gopal
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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