Hi all - fairly new to Quantopian and Python. I've been trying to build out a price breakout trading strategy by screening stocks with the following characteristics:
- Price below $10
- 40% or more below rolling 52-week high
- 15% above rolling 50-day low
- 10% above rolling 20-day low
- daily volume is greater that 250,000
- Biotech or Oil & Gas Drilling industry only
Currently my code is only filtering based on price and volume and seems to work up until the date 2019-11-4. After that date the code returns no values at all. I'd like the date range to start at 2019-1-2 and end 2020-5-1 but I am running into trouble with this date range and cannot figure out the solution or why the code is returning no values for part of the date range.
Hoping someone could help out here!
Thank you!
Chris