Are there new rules for Date intervals since 1.36.4?
e.g.
BarPeriod = 5;
StartDate = 20140106;
EndDate = 20140131;
vars Price = series(price());
results in a 041 Inconsistent series calls, while
BarPeriod = 5;
StartDate = 20140101;
EndDate = 20140114;
vars Price = series(price());
works. In 1.36.1 this problem did not appear.
Update:
Even the Z strategies break with "041 Inconsistent series calls" in 1.36.4.