LookBack is 80 bars by default, but your indicators might require more. You'll see this from the warning message "LookBack set to nnn bars". Zorro corrects the LookBack value, but this is not sufficient especially when you called asset() before. The asset is then already loaded with the too short LookBack period. This means that at the begin of your strategy, and especially when life trading, you have not enough price data and the indicators and functions have not yet reached their final values.

Therefore make sure to always set LookBack sufficiently high so that you don't see that warning.