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Can we access the historical data of price and volume? It seems the variable only have the data of the current day.

Thanks.

Hello William,

You can use the batch transform (see attached for an example).

Grant

Clone Algorithm
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Backtest from to with initial capital ( data)
Cumulative performance:
Algorithm Benchmark
Custom data:
Week
Month
All
Total Returns
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Alpha
--
Beta
--
Sharpe
--
Sortino
--
Information Ratio
--
Benchmark Returns
--
Volatility
--
Max Drawdown
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Information Ratio 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
This backtest was created using an older version of the backtester. Please re-run this backtest to see results using the latest backtester. Learn more about the recent changes.
There was a runtime error.

Your code is very helpful. Thank you!!

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