Help writing my first backtesting algorithm?

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Help writing my first backtesting algorithm?

posted

Hi, apologies if this is the wrong place to post this - please direct me to the right place if so.

I'm trying to develop an algorithm and the first thing I want to do is, each day at market open, filter all of the stocks Quantopian has, and get only the ones that traded a total volume above a specific threshold in the pre-market (aka, from start of day to 9:30).

I've looked into Pipelines but I'm not sure that they would be useful for this task, because I need this filter to run at a specific time of day (and later on I might want to move it to a different time) and from what I've read so far, you can't control when Pipelines are run, or something?

So far, I'm aware that you can get specific stock data by using symbol("aapl") or sid(24), but I haven't yet been able to find a way to search/filter through all of the available stocks myself.

I guess I might be able to just loop through sids from 0 to 10000 or something? but that seems a bit silly.

Any help is greatly appreciated :)

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.

About Quantopian

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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.