Reviving this old thread, since I'm still having this issue and still not sure how to solve it. But I've found out why it happens:
I have a universe of ~ 300 equities. I have history from 1995 or so, but some of the stocks in the universe have been listed between 1995 and now.

I have Lookback = 252 in my script.

Let's take the example of ABB which I used above.
The strategy starts at bar 0, naturally.
But he history of the ABB asset itself starts at bar 271.

Let's say that my strategy gives me the signal to buy ABB at bar 400.
We are now outside the strategys Lookback period, this will still give me the message
[ABB::L] Skipped (outside bars 523..3073)
Makes sense I guess.

So the question is, how can I determine that I'm outside the valid bar range for a specific asset?