The FinViz.com website has several filters you can apply, and I've always been intrigued by the ChannelUp and ChannelDown filters. Here's the ChannelUp filter: http://www.finviz.com/screener.ashx?v=321&s=ta_p_channelup&f=sh_avgvol_o400,sh_price_o5. It makes sense that you would have made money if you had bought/shorted those beautiful charts a year ago, but do you still want to own/short them going forward?
I put together a program outside of Quantopian that "screen-scrapes" the first 30 securities from those filters (including $5 min price and 400k min vol) and loads them into a .csv file available on the web - with data starting 6/18/17. For the record, I tried something similar before I found Quantopian, so I have data from 12/14-2/16, but it is only on the top 10 securities in the list and doesn't seem to backtest that well.
This will take some time to see if there is really anything there, but for now I wanted to see if anyone was interested in trying to help improve it. Basically, I grab a list from the .CSV on the web (separate list for longs and shorts, but in 1 file), then I wait to actually take a position in the security until the bollinger band tells me it is a decent entry point. If it disappears from the list or the bollinger band says it is a good exit point, I close the position.
Results seem promising over the last month, but I am no expert here and am still trying to wrap my head around all Q has to offer. Anybody want to play around with it and try to make it better? In 6 months to a year we will have a better idea whether or not there is really anything there...