I think I know now why the problem is happening.
I was assuming that with this line
Code:
vars priceClose1 = series(priceClose());

I had in priceClose1 the same content, in the same moment, as in priceClose(N), being N the candle number I want to get.
But I must be missing something, because when running this code, you'll see that I don't have the same price with priceClose(3) and priceClose1[3] .

What am I missing here?
While I find a better answer, I will use a for loop in the 2nd run (as I can see that in the first run priceClose() doesn't have the full history) to fill my array of prices. I have run into memory problems with this approach, but I will give it a try again.

Here is the proof of concept if you want to test it yourself:
Code:
string asset1 = "EUR/USD";
string asset2 = "USD/CHF";

function run()
{
	StartDate = 20120701; 
	EndDate = 20170125; 
	
	BarPeriod = 5;
	LookBack = 4000;
	
	vars pairRatio, priceClose1, priceClose2;
	asset(asset1);
	priceClose1 = series(priceClose(),10);
	Spread =	Slippage = RollShort = RollLong = 0; 
	asset(asset2);
	priceClose2 = series(priceClose(),10);
	Spread =	Slippage = RollShort = RollLong = 0; 
		
	static int secondRun = 0;
	
	if(is(FIRSTINITRUN)) { // read the parameters only in the first run
		printf("nINICIO");
		while(loop(asset1,asset2)) assetHistory(Loop1,1);
		int i=0;
		for (i=1; i<=10;i++){
			printf("nFIRST RUN %i %f",i, priceClose(i));
		}
		
	}
	else {
		if (secondRun == 2) secondRun = 3;
		if (secondRun == 1) secondRun = 2;
		if (secondRun == 0) secondRun = 1;
	}
	if (secondRun == 1) {
		printf("nsecond run");
		
		int i=0;
		for (i=1; i<=10;i++){
			printf("nSECOND RUN %i %f %f",i, priceClose1[i],priceClose2[i]);
			printf("n2nd run p2: %f",priceClose(i));
		}
	}
	if (secondRun == 2) {
		printf("nthird run");
		
		int i=0;
		for (i=1; i<=10;i++){
			printf("nTHIRD RUN %i %f %f",i, priceClose1[i],priceClose2[i]);
			printf("n3rd run p2: %f",priceClose(i));
		}
	}
}

Last edited by Joaquin; 02/03/17 11:53.