Thanks jcl. Increasing LookBack did resolve the issue, but I believe I had a misunderstanding as follows.

It seems the price() functions are implemented as series of length LookBack? In other words, my strategy was not attempting to look earlier than the 1st LookBack bar. It was at a later point in time attempting to get price(n), with n>LookBack. This price(n) is a price that the strategy has already encountered after lookback, so I expected it to be available.

The manual does not say the offset for the price() functions needs to be <=LookBack, but this appears to be the case.

I had assumed the price() functions could retrieve all available price data in the History folder, but this appears not to be the case.

Thanks.