Aggregate BTC Candles

3 בנוב׳ 2020

This script creates candles based on an aggregated Index price from various BTC exchange tickers. Since the early years in particular have a lot of exchange specific flash crash wicks, missing data, erraticness compared to other exchanges particularly in their first few months, this is an attempt to clean up the price history, be it for TA (trendlines, S/R etc.) or use in algos or other indicators, without reliance on one exchange. It uses the new Array functionality to generate median and averages, and is entirely original work.

5 בנוב׳ 2020

הערות שחרור

Typos, missing _

21 בנוב׳ 2020

הערות שחרור

Some extra comments, and a couple of missing underscores fixed.