per-tick evaluation vs my bar brain — premarket question

read the big factor reference guide last night before bed, mistake, now I'm awake at 4 thinking about it. my notes: - the part that got me: strategy runs once per incoming update, not once per bar. I have been writing conditions in my head like they fire on a candle close. they don't. - so a condition like price above the moving average can be true and false and true again inside one minute, depending on how the ticks land. - which means my entry timing in a backtest is basically "first tick where it flipped true", not "the bar where it looked true on the chart" - that's a real difference for me because I trade the first minutes after the open and the tape is thick there questions for anyone who's actually built with these: 1. do you deliberately add a state/cooldown so you don't re-trigger on every tick that satisfies the same condition? or does the buy call handle that 2. premarket specifically — the book depth style factors (ask size at the top level etc). in thin premarket that number is one guy's order. does anyone use depth factors before the open or is it noise until liquidity shows up 3. the guide makes a big point that same text runs in test and live. fine. but the ticks in a recording are the ticks that happened. live my order changes the book. anyone measured how much that gap costs them not looking for a strategy, just want to stop assuming a factor means the thing the name suggests. apparently that's where most of the losses hide, which tracks with my last three months.