How may I filter stocks using conditions on two different time intervals?

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How may I filter stocks using conditions on two different time intervals?

Sebastian Franzén

posted Apr 16, 2020

I'm new to Quantopian so pardon me for asking such a basic question.

I would like to filter for stocks that satisfies a condition under one time interval, but also an other condition on an other different time interval. The introduction to the pipeline outlines how one could create a filter for one time frame, but is it possible to filter under two different time intervals?

To keep it as simple as possible: say I want to get the symbols from USEquityPricing data that has a 50 day SMA > 250 day SMA during 2019-01-01 to 2019-01-07 and also a 50 day SMA > 250 day SMA during 2020-01-01 to 2020-01-07. How would I do that?

Much grateful for any help provided!

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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.