Need help for live streaming OHLCV data

[vishvesh098]

Hi I am very new to vectorbt, I have realtime multi-timeframe (i.e. 1 min, 5 min, 10 min, 15 min, 30 min) OHLCV data updated with every tick. I want to perform live analysis of each timeframe is it possible ? I need some guidance on how to do it ?
Here is snapshot of how the data looks like. I have attached excel file for detailed view.

For example, I want to run macd(12,26,9) on all of the close of all timeframe (i.e. cm1, cm5, cm10, cm15, cm30 etc), VWAP on each volume (vm1, vm5 ... etc) How can I do it ?
Here is the excel file
ohlc_tick.xlsx

I hope you understand my question. Please reply as soon as possible.

Thanks and regards,
Vishvesh Upadhyay

[polakowo]

@vishvesh098 you need to backtest on each timeframe separately - combining them all would require resampling timeframes such that each of them has the same length, and this would definitely skew indicator results.

[vishvesh098]

Is it possible to run a live strategy on individual timeframe (which updates with tick by tick data) ?

[polakowo]

@vishvesh098 you can create a scheduler that pulls the data each second and runs your pipeline. Streaming and live trading are not possible with a vectorized approach, there is a plenty of libraries for that such as jesse and freqtrade.

[vishvesh098]

ok