Hi,

I am looking at the script for Alice1a. When you run a back test the output says Lookback set to 141 bars.

Is this some default setting as in the script there is no lookback mentioned as far as I can see. Are other strategies the same. I am aware you can set the look back period with the LookBack variable. If the look back period is automatically calculated which I assume it is how for example in this script does it calculate 141 bars as the look back?

Looking at this script my guess would have been 100 as the ATR requires the last 100 bars to calculate the stop loss.

Cheers

Yes it calculates the lookback from the used indicators. ATR will need more than 100. Its a cumulative indicator and needs a swing-in period.

Thanks for replying. Are you able to explain how the code gets the lookback period as 141 bars? Thanks

The default value of UnstablePeriod is 40.
https://zorro-project.com/manual/en/lookback.htm

Thanks Andrew I would never have found that