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Why is the indicator always executed before the Strategy?
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I noticed that it appears that the indicator is calculated for the whole time-series before the code in the strategy starts.
I don't see the rationale behind this. At index n you already have n+k calculated. That would be impossible in real-time.
Are am I missing something about the purpose of the indicator?
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What you observed is vectorized computing of indicators.
That's a feature to speed up the process. Disable it by adding a paramrunonce=False
in your cerebro.run() call.