I'm looking to get the QuantConnect python code to achieve the following. (Note that my goal with this is to have a framework that I can experiment with a few different ideas, so make this so that the indicators can be changed out).
select actively used equities
select equities where
- daily volume (30 day average) is > 100,000
- 10 day moving avg > 50 avg
- RSI < 40
- Harami candle occurs
Purchase 1 share of equity
Hold for 20 days
Note that this is a test project to build a relationship with a quality developer
Hi there,
My name is Daniel Mellado and I would like to help you in your project.
I am an economist with a MSc in Statistics and 5 years of experience in quantitative trading.
I have experience developing modella and teaching quantconnect.