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All Time High

Hello,

Does anyone know if there is a simple way to get the all time high for a ticker from the start of the dataset to the current day of the backtest?

My current solution would involve running through each day to build the history manually, is there a better approach?

Thanks

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Hi Matthew,

Assuming you're working in Python, you can use the methodology linked here: 

https://www.quantconnect.com/forum/discussion/2641/history-method-not-returning-a-dataframe-in-python/p1/comment-8063

You would need to use a high number to get as much of the data as possible. Then history["close"] can be accessed like a dataframe, meaning it can be sorted and the highest value can be extracted.

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