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I have a manual strategy that I want to try and code up but it looks at stocks below $20 and also stocks which have news (and therefore high relative volume or ADV). Are there any ways to get my algorithm get this list of stocks (i.e. US stocks <$20 and >150% ADV)?
If I can get this list then I can use self.SetHoldings to enter each position with a small % of my account.
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Varad Kabade
Hi Ivanc,
We can use the coarse filter to get the stock with a price less than 20$ and use a selection data class having a Rate of change indicator updated using dollar volume to screen regarding relative volume.
Refer to the attached backtest.
Best,
Varad Kabade
Vladimir
Varad Kabade,
Is there any way to warm-up indicator RateOfChange() in SelectionData() of your code.
Mcdawgzy
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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