If I'm looking back 10 days, would pipeline include stocks that have their start dates within the 10-day window (assuming that their end dates are outside the window)? Or does it require the window to be within the start and end dates? It seems like one would want all stocks within the window to have started trading and not ended trading. Otherwise, for example, you could end up with some stocks that only have a few trades, while others will have 10.
Knowing the date a stock stops trading would be a form of look ahead bias.
I agree. However, the problem, of course, is that in backtesting, one can end up with stocks that can't be sold, because the backtester doesn't support transactions beyond the end date. For live trading, it must be the same--nothing can be done via the Quantopian trading platform. IB would need to perform the transactions or a user could do them manually. So, my thinking is that there should be a way with this new pipeline thingy to filter out stocks that are gonna cause headaches in backtesting/live trading.