@dasch :facepalm: Thank you so much! It's so obvious now, the only reason it was working before with non-live data was because preload parameter defaults to true with non-liva data. If I manually set preload as false when using GenericCSVData, the same behaviour occurs & the current value of the indicator is alway nan.
Updated my strategy so it now looks at the indicator values in the past, it is working as intended.
@vladisld thank you for reply. Yes, I was asking about internal timezone for live data feed. So, you need add "tz" argument to Datafactory(tz=timezone). But if you want show in logs same timezone, need add to cerebro.run():