@Pedro,

There is Built in factor IchimokuKinkoHyo

# Built in factor IchimokuKinkoHyo  
    tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span = factors.IchimokuKinkoHyo(inputs=[USEquityPricing.high, USEquityPricing.low, USEquityPricing.close], mask = STK_SET)  
    attach_pipeline(Pipeline({'tenkan_sen': tenkan_sen,  
                              'kijun_sen': kijun_sen,  
                              'senkou_span_a': senkou_span_a,  
                              'senkou_span_b': senkou_span_b,  
                             },  
                             screen = STK_SET),  
                    'pipe') 

Hi Vladimir, what I am really trying to do is to get a list of all the securities that are above or below the Ichimoku cloud. I am doing it in the notebook. The code you provided works perfectly in the IDE, however, what I am trying to get is a list. In the IDE, it recorded the components of the cloud of the SPY, but I want a list of the securities above/below the cloud. Is there a way to change this code to scan the Q1500US?

I tried the below and worked fine, but I am trying to get the stocks with the most volume. I did the below, however, it continues to bring all the securities, not just the 5% that I am trying to get.

from quantopian.pipeline.factors import AverageDollarVolume

def make_pipeline():

from quantopian.pipeline.factors import SimpleMovingAverage, AverageDollarVolume  

dollar_volume = AverageDollarVolume(window_length=10)  
high_dollar_volume = dollar_volume.percentile_between(95,100)  
top = high_dollar_volume  
tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span = factors.IchimokuKinkoHyo(inputs=[USEquityPricing.high, USEquityPricing.low, USEquityPricing.close], mask = top)  
latest_close = USEquityPricing.close.latest  
spread_span_a = latest_close - senkou_span_a  
spread_span_b = latest_close - senkou_span_b  
spread_span_a_check = spread_span_a > 0  
spread_span_b_check = spread_span_b < 0  





return Pipeline(columns={  
'Latest_close':latest_close,  
'Long':spread_span_a_check,  
'Short':spread_span_b_check,  
'top':top,  
})  

@Pedro,

Try something like this:

def initialize(context):  
    m = filters.QTradableStocksUS()  
    dollar_volume = factors.AverageDollarVolume(window_length = 10, mask = m)  
    m &= dollar_volume.percentile_between(95,100, mask = m)  
    tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span = factors.IchimokuKinkoHyo(inputs=[USEquityPricing.high, USEquityPricing.low, USEquityPricing.close], mask = m )  
    latest_close = USEquityPricing.close.latest  
    longs = (latest_close > senkou_span_a)  
    shorts = (latest_close < senkou_span_b)  
    m &=  (longs|shorts)  

    attach_pipeline(Pipeline({'longs': longs,'shorts': shorts,}, screen = m), 'pipe')  

This worked Absolutely Perfect. Thanks again Vladimir.