Well that explains a lot! I'm quite relieved that it turned out to be something so simple.

So I can work around this in the mean time by doing something like:

Code:
function run() {
...
  if (!is(LOOKBACK)) {
    vars Ichi = series(Ichimoku(...));
  }
...
}


Would you also mind checking the situation for the EMA indicator? I couldn't find its code in the indicators.c file. I am using the EMA indicator that uses a cutoff period rather than an alpha value.

I would actually prefer to replace the EMA with a lowpass filter in my script, but it would still be useful to know if the EMA can handle non-existent prices too.

Thanks again for your help with this.

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