This script creates candles based on an aggregated Index price from various exchange tickers. A lot of exchanges have 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. This particular version is a generic version of the BTC
version. Please read the header before use, and if you do wish to use the code, please ask permission first.