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.
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Typos, missing _
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Some extra comments, and a couple of missing underscores fixed.
Could one change the coin name in the first part if i wanted to use this for other coins?
rthomson
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@GarethSA, it would require a lot of work as other coins aren't available on so many exchanges, and so the number of exchanges would have to be reduced. I might do one for ETH soon.