Initializing a Turtle Strategy’s Daily Array Manager
Summary
The post describes a startup problem when testing a Turtle trading strategy on SimNow. Its ArrayManager remains uninitialized because the default capacity is 100 bars, while the example loads only 30 and feeds it one daily bar at a time. Restarting the simulation each day can therefore prevent the manager from ever collecting enough observations.
The author asks whether capacity can be reduced to the signal lookback plus a small buffer, or whether history loading should instead cover more than 100 trading days. The post frames the relationship between indicator history, manager capacity, historical bar loading, and daily update timing, but does not provide a definitive answer or test results. It is useful as an implementation question rather than a validated initialization recipe; the required history depends on the strategy’s longest lookback and the platform’s loading behavior.
Key ideas
- ArrayManager needs enough observations to become initialized.
- A 30-bar preload is insufficient for the stated default capacity of 100.
- Daily updates combined with restarting the simulation can prevent the manager from accumulating bars.
- The post raises reducing capacity or loading a longer history as possible approaches, without resolving which is correct.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.