Assume a security with last 2 days closing [10, 12]. If my strategy is to trade when price is above 2 day SMA (daily close).

On  3rd day:
before market opens 2d SMA is (10+12)/2 = 11.
After market opens, first minute, price is 11. The running 2d SMA should be (12+11)/2 = 11.5.
second minute, price is 11.5. The running 2d SMA should be (12+11.5)/2 = 11.75.

Now this is very simple case and I could do this manually. But thigs could go complicated. For example, what is I need to consider RSI instead.

What's the most simple/ elegent way to get indicator values based on a different resolution than ticker data, but updated live to consider last available price?

Author