Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Updating the universe minute by minute
Sid Liso
posted
Seeking Help Getting Started

Hi all, I am new to programming, but I am a part time day trader for a few years now. I am attempting to write an algorithm here as I learn Python elsewhere. I have this bit of code from a tutorial I reviewed: 

def before_trading_start(context, data):  
    output = pipeline_output('pipeline_tutorial')  
    context.my_universe = output.sort('ma_ratio', ascending=False).iloc[:300]  
    update_universe(context.my_universe.index)

If I am not mistaken, this updates the universe of stocks pre-market, correct? How can you change it so it updates at different intraday intervals like, 5, 15, 30 minute or 1 hour? So if there was a moving average crossover intraday, the stock would be added to the universe and bought or sold.

I just wanted to challenge myself to write a day trading algo that trades off of exponential moving averages and volume (not necessarily for live trading) .

Any help is greatly appreciated.

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.