Dumb MQL4 question, can alert withing start() function.

Hey guys, I am VERY new to MQL4 programming and am just trying to get a feel for the language. While compiling my first EA I can get it to give me an Alert message on init(), but when I put that same code in start() it gives me nothing. Can anyone explain why this is? Isn't start() supposed to run on every price quote?

Thanks!

This is the code:

int weekday = DayOfWeek();

if(weekday >0 || weekday <6){
Alert("It is a weekday");

}
 
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