So, I haven't played around with universe's much in QC yet. I tried implementing the QC500 to an existing algo, which worked, just with horrible results, but then when I tried using the EMA selection model, first using the framework, then literally just copy pasting the import and changing self.SetUniverseSelection accordingly, it would not place orders, and it seemed as if the universe was empty. 

 

I definitely do not want 500 securities anyways though, so I tried to fit one of the example universe selection algo's from QC's github into the existing algo of mine so that it would work, but again, it would not place orders. 

 

My only thought was that because I have a symbol data class, perhaps it is in the frameworks ema selection model and was interfering, whereas the qc500 which did run, does not. 

 

In the end, would like to have a universe somewhere in the 10-50 range of liquid securities that are trending upward, but I would still like to use minute resolution outside of universe selection. If I could get the framework to work, great, or doing it through my own universe selection is fine as well.

Attached is my attempt at splicing in the relevant bits of the EMA selection algorithm, but without that, just using the QC500 model, the algorithm does run. 

 

Any advice would be appreciated.