Hi. You were about to write a blog on this. Actually my goal is to run a strategy on many stocks on 5 min candle data. Where in it first fetches historical data of about 15-20 days to generate a moving signal. Then generate signal on live 5 min data. So should i store every tick of every symbol in a database and then resample 5 min it later on in code or straightaway fetch latest 5 min tick from historical data at the end of 5th minute? Your suggestions would be really helpful
December 2018