I have been working  (unsuccessfully for some time) on trying to put together a simple algo that first selects symbols from a universe and then for each symbol retrieves n-number of past bars to apply trading rules to. I am working on daily data. I have looked at the multisymbol consolidation program, i have tried using the history function but have learned the rolling window technique is the preferred method to do this. In all cases i can not retrieve the past bars. I would think that this is a basic way to select and operate on symbols. If anyone has done this before, or has a sample, I would greatly apprecate if you could share the technique. I have a simple tester that i have been trying to get to work below. Thanks Frank