I would really like to know if there is a systematic way to get daily indicators in minutely mode.
As my most strategies are for day trading, daily indicator will be extremely important and necessary for backtesting and live trading.
However, TA-Lib methods have the same period as the test in which they are used, which means it is not plausible to directly use them in live trading and backtesting (both under minutely mode).
I have searched many posts on Quantopian and just found few helpful posts. Some posts concerning RSI and ATR has to construct them by some specific functions.
It seems to get daily indicators in minutely mode, one has to construct them case by case, which I do not think very efficient.
I wonder if anyone could please share some thoughts about this issue. Thanks.