Yes,you can save data at your end through websocket every day and calculate all indicators. But,this is very hard and you can only calculate indicators from the time you start. If you want to backtest,you have to buy historical data. Also, if any error happens and your websocket is closed,you will not be able to capture all the data,and won't be able to calculate the right value of indicators. So, it's better to buy historical data subscription. At the end, it's your choice.
