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.