Thanks GPEngine. So you're saying MaxBars includes the LookBack, which appears to be true - changing to MaxBars=90 gives a run to Bar 89.

Maybe someday it'll get through - "the simulation" includes the LookBack.

However, this seems cumbersome to me. Since MaxBars must be >= LookBack, there's no way to end "the simulation" during LookBack. It also means to end n bars into trading, one must code MaxBars=LookBack+n.

Anyway, thanks.