Hi Boatman

The manual for bar() makes it clear that portfolio testing with price-based bars is not trivial:

User-defined bar lengths can normally be used with single-asset strategies only, as different assets would produce different bars. For a portfolio system, user-defined bars had to be simulated with the TimeFrame mechanism or with a tick function.

There's a thread where the developers say that they don't have sample code for doing this, so I'd be on my own. Not for the first iteration, I think.