Accessing strategy returns

Hello,

I'd like to know how to access strategy returns. I'm interested in using the volatility of the past strategy returns to scale positions accordingly, but am currently at a loss of how to get these returns as a series. I would think doing that via diff(Equity,1) might work but although the documentation says diff() is expecting 2 parameters I get an error telling me only to give one.

Kind regards

Post your script.

Hey,

I realized that I misunderstood how the variable Equity and series() interact, now I know how to access past strategy return values:



Using this code snippet one can access the past 30 days of equity values (eq[0], eq[1]...) and via that the past 30 days of returns (ret[0]..) for the whole strategy.