Squeeze Momentum with Q500us universe

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Squeeze Momentum with Q500us universe

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Hey guys,
I have some trouble with building the code correctly. With just one stock it is running by using the talib library, but when I tried to implement it with Pipeline to dynamically choose stocks it didn't run and give me some error messages I don't understand actually. I am a newbie with quantopian and so far didn't have an intuition how to use pipeline right. With this code I want to choose stocks where the BollingerBands are within the KeltnerChannel so that they might brake out because they are squeezed. As an additional momentum indicator I choose a ADX above 25 and to determine the direction of the trade I used a comparison of the absolut value of the Directional Indicators (go long if |DI+| > |DI-| and vice versa for short). This is for an project at university and our task was to combine 2 indicators while using pipeline to create your portfolio. The source code is attached so you can have a look at it. It would be great if you maybe have some ideas how to fix the code so that it is working. Thanks in advance.

Regards,
Florian

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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.