Hi all,
I'm having trouble with universes still. I have gone over Michael's origional post and even posted before and was linked to the Git, but I can't seem to get anything good going with this. Can someone help me out with a simple example? Looking to just build a universe of (5) symbols and see if their RSI is below 30. I'm also wondering if it is possible to look at historical indicator data. For example, I see one is below 30 RSI and start looking at EMA30-EMA15 from 30m ago. Any help is much appreciated!
SC
Alexandre Catarino
In the attached project, we added the RSI indicator in the EmaCrossUniverseSelectionAlgorithm we can find in github.
For past EMA, you need to create a RollingWindow. Please checkout this thread:
Stephen
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