Why Strategies Process Market Ticks During Initialization
Summary
The forum discussion explains why a trading strategy may receive tick callbacks during initialization, before it is enabled to place orders. Initialization can process incoming ticks to calculate indicators and populate the bar history required by a strategy. Without that warm-up, a strategy using bar signals might have to wait for enough new bars to accumulate before its logic can run.
The replies distinguish data preparation from active trading: the strategy can update its internal state while its trading flag is false, and order submission becomes possible only after the strategy is started. This is a brief explanation of a specific framework’s lifecycle behavior, based on forum responses rather than a formal technical specification or independent test. It does not detail callback ordering, data-source settings, or how initialization behavior varies across strategies.
Key ideas
- Initialization ticks can populate historical bars and update indicators before active trading begins.
- A false trading state prevents the strategy from sending orders during initialization.
- Starting the strategy enables trading after its internal data has been prepared.
- Warm-up processing can prevent a strategy from waiting for many new bars before its logic is usable.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.