Thanks jcl.

To clarify, my issue was that the backtest does _not_ have access to the whole price curve. At any given bar, the backtest only has access to the past LookBack prices.

An example with arbitrary numbers:

LookBack=100. At Bar=4327, strategy attempts price(231). Fail. Even though the strategy has actually experienced and processed this old bar. Zorro just hasn't saved this data because 231>100.

Now that I understand it makes sense, because this way the strategy functions the same in both Test and Trade. It just wasn't obvious initially since all the History is there for the price() function to use in Test. I think explicitly adding to the price functions manual page that offset must be <=LookBack might help someone else in the future.

Thanks.