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What is the purpose of a warmup period and how do i find out how long it should be?

What is the purpose of a warm up period and how long should it be for a given algorithm?

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The warm-up period is used for algorithms using the technical indicators.

For example the indicator exponential moving average

When you create the indicator 

ema = self.EMA("SPY", 4, resoltuion.Daily)

It needs 4 days to initialize the indicator so that the indicator value is ready to use.

In Initialize(), using the self.SetWarmUp(TimeSpan period) or self.SetWarmUp(int barCount) you can specify a warm-up period for your algorithm which pumps data in before the start date. During the warm-up period, you cannot place the trade. ‚Äč
Before trading, you can use the bool self.IsWarmingUp property to determine if the warm-up period has completed.

https://github.com/QuantConnect/Lean/blob/fdc866fda04e3de5a2c4ec892a4569b3face5700/Algorithm.Python/WarmupAlgorithm.py
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