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In the example algo, they have:
AddSecurity(SecurityType.Equity, "SPY", Resolution.Minute);
I want to consider every stock, not just the S&P 500. How do I do this?
I'm just getting started. I wanted to make a simple algo that buys the stocks with the most negative %changes.
Thanks.
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Michael Handschuh
Have a look at this thread here to get a primer on the coarse universe selection feature.
EDIT: The link above has been fixed.Travis Teichelmann
Michael - Not sure if that was the article you meant to link or not but I'm interested in how to do this as well. I'm new to this site after coming from Quantopian. The problem I had with the site is the fact that their Pipeline API can only screen the entire database of securities based on fundamental data and not technical data. Quantopian also only supports minute bars which are not useful for my strategy. I've done research through the community on the course universe selection previously but still would like a sample Algo that Logs every security to the console so I know which ones It's selected based on set filters. EX: QCAlgo pulls the coarse universe of stocks then applies a price filter for stocks under $20, with a dollar volume over 1 million, and a gap up from yesterday's close
Michael Handschuh
Hey Travis, here's a good example for you from the github page. If you want to log each security as it enters and leaves your universe, you can do that in the OnSecuritiesChanged method. The parameter will contain added and removed security objects and is of this type. Here's an example of running some technical analysis in the coarse selection.
Danny Vargovick
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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