I'd love to be able to mix indicators that are both technical and fundamental, but it seems like it's hard to do so with Quantopian backtesting.
For example, I can use the fundamentals query tool to screen some stocks and add them to my universe inside the before_trading_start function. But, this is limited in two ways:
1) The universe limit is 200 stocks and I don't have access to price history in this function, so I can't mix technical selection criteria with fundamental criteria that I got from the stock screener.
2) Even after I've selected my 200 stocks and I'm in the handle_data function (or a function called by schedule_function), it's my understanding that the history has not been backfilled for these stocks. I have to wait N number of days to be able to look back N days and compute technical metrics that pertain to the original 200 stocks I screened for.
Does anybody have a good way to work around these issues or advice on how to combine technical and fundamental signals in Quantopian backtesting?