I am working on a system which references a certain amount of bars prior to the current bar to make certain calculations. The strategy only allows me to reference up to twenty bars ago. For example, if I use Close[20], I get the value for the close of the bar that occurred 20 bars ago. However, if I use Close[21], it is not defined (it is undefined for any value past 20). Is there a limit on how many bars back a strategy can reference, and if so, is there any way to get around it?
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