My problem here is the following:
My trading signal is based on historical values of a portfolio of futures. The weights of the portfolio are time-varying. I understand I can use the record function to record it on a daily basis for plotting purpose. But I am wondering if it is possible to access the history of this recorded variable, say, to calculate the moving average.
I am a total newbie here. The record function might not be suitable for this purpose at all. But can anyone help give me a direction on how to "save" the variable and access its history in the future.
Thanks a lot for your help!