When I run this pipeline it won't give me a log of stocks that meet all the pipelines requirements. I'm hoping someone can help me with my next step and also understanding the next step/what i may have done wrong. I ran this pipeline in my notebook and it came back with 23 stocks for 4/21/17
from quantopian.algorithm import attach_pipeline, pipeline_output
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.factors import AverageDollarVolume
from quantopian.pipeline.filters.morningstar import Q1500US
import talib
from quantopian.pipeline.factors import RSI
from quantopian.pipeline.factors import SimpleMovingAverage
def initialize(context):
def make_pipeline():
mean_close_200 = SimpleMovingAverage(inputs=[USEquityPricing.close], window_length=200)
latest_close = USEquityPricing.close.latest
close_price_filter = latest_close < 20
dollar_volume = AverageDollarVolume(window_length=30)
mean_close_200_filter = mean_close_200 > latest_close
high_dollar_volume = (dollar_volume > 5000000)
rsi= RSI()
rsi_filter = rsi < 30
return Pipeline(
columns={
'200_day_mean_close': mean_close_200,
'latest_close_price': latest_close,
'close_price_filter': close_price_filter,
'high_dollar_volume': high_dollar_volume,
'mean_close_200_filter': mean_close_200_filter,
'rsi': rsi,
'rsi_filter': rsi_filter
},
screen= high_dollar_volume & close_price_filter & mean_close_200_filter & rsi_filter
)