I am trying to build an algorithm and with much frustration, I cannot figure out how I can ad a basket of stock (for example all stocks in the S&P500 but not the index) all singe stocks which my Algo will then pick as an example the stock that has a 5% over average Volume increase to chose the short or long side of the Trade. NOW, is this possible to even do and if yes I would very much appreciate any Tips..
Second question while I am at this: How would I for example add a Bolinger Bands Algo with another all in one? Is it simply just copy pasting the example Quantopian has under my already existing Algorithm?
Thanks for any clarification or tips!