I do as follow but it doesn't work:
def make_pipeline(context):
"""
A function to create our dynamic stock selector (pipeline). Documentation on
pipeline can be found here: https://www.quantopian.com/help#pipeline-title
"""
# Get rid of the ETFs
set_do_not_order_list(security_lists.leveraged_etf_list),
# Create a dollar volume factor.
dollar_volume = AverageDollarVolume(window_length=1)
# pipe.add(dollar_volume, 'dollar_volume')
# Pick the top 5% of stocks ranked by dollar volume.
high_dollar_volume = dollar_volume.percentile_between(99.9, 100)
#pipe.set_screen(high_dollar_volume)
pipe = Pipeline(
screen = high_dollar_volume,
columns = {
'dollar_volume': dollar_volume
}
)
return pipe 