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I modified the tutorial to use multiple fundamental filters inside the fine selection function and it looks like it works, so you can filter by one fundamental metric and then filter by another one. The results seemed better than the results using one fundamental metric.
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Eric Novinson
I made a mistake in the original algorithm. Intended to apply the third filter to 50 stocks, not 200. The fixed version actually performs worse but it does what it was supposed to do.
Eric Novinson
Used four fundamental metrics in this version, still works.
Stephen Hyer
Thank you, just what I was looking for.
Eric Novinson
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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