I am using the filters from the Pipeline tutorial, Lesson 11 to create a base universe. (I know there are other default universes I could use but I am trying to understand how masking really works.)
I thought I could pass the base universe to SimpleMovingAverage via the mask parameter to limit the stocks but it does not work.
It returns 8244 securities, with or without the mask parameter.
When I use screen=base_universe in the Pipeline, it reduces the number of securities but I don't understand why it does not work when using the mask parameter on a Factor directly. What am I missing?