Is there a way to access all the historical data for an asset prior to the run function? For example, I would like to be able to scale the price data for the entire data set at once then iterate over them in the run function. It appears that if you do the following:
vars Prices = series(price(0));
The Prices series is limited by the LookBack in length.
Borrowing from the code located at Better Strategies 5: A Short-Term Machine Learning System
var change(int n)
return scale((priceClose(0) - priceClose(n))/priceClose(0),100)/100;
The above scales the data but is limited to n bars. In ML, you would typically want to scale the data using the entire range of data.
In other words, how do you reference the historical data set after you set your StartDate and EndDate and outside of the run function?