I believe "IDX" means that a function that takes an index, such as price() or day(), exceeds the lookback. And this not in the first run but somewhere else, so you're modifying the offending index somewhere in your script. Hope this helps.

Normally you need not debug it, but just increase LookBack.

What happens after "Abort" depends on your script. If it has collected some trades, then you'll see that in the exit message.