Dear Quantconnect,
I am new to this platform. I am a little confused about how to use the CoarseSelectionFunction to select stocks to trade every day berfore market open.
Basically what I want is to sort top 50 stocks based on their 20 day average dollar volume and calculate their 30 day moving average of the daily close price. When market open, buy those stocks with the open higher than the 30 day moving average. (average weighted).
I have gone through the docs and tutorials and understand each part of the example but when I combine them together, there always be some errors. Can you kindly help with it or can kindly share with some examples on how to use CoarseSelectionFunction to calculate filtered stocks history data. Thanks~
Michael Zhang
Aalap Sharma
Would this algo help?Â
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/EmaCrossUniverseSelectionAlgorithm.pyÂ
Michael Zhang
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