I am testing Backtrader with the Oanda demo live streaming data. I can receive the tick data & aggregate the data in minute time frame (I can see the data0 with OHLC in the log every minute).
I am trying to work on some indicators like RSI, and I can generate the RSI (14 period) using the 1-min data.
Now I try to generate the RSI using 5-min data by applying "compression = 5" for re-sampling, but the data0 is now produced every 5 minutes.
I want to have the data0 generated every minute while to calculate the RSI with 5-min data. How can I do that?