Hi every one, I have no problems to get histocial and real-time data. Now I would like to calculate indicators using historical data in real time, as twap and moving average. I’m wondering if I need to stock some historical data in a variable, with a loop to add the last value (depend on the timeframe), Then create a method which calculation and display. Does someone have a good way or advice to do that? Thanks! Ben
Use the TA-lib python wrapper. Has methods for calculating almost all indicators. Best alternative to calculating it yourself. Feel free to ask any questions, I've been using TA-lib for a while now. http://mrjbq7.github.io/ta-lib/