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For example, I want the average of all (known) ticks or timeframes:
since the market began until now (ideally)
for the past 5 years until now
for the past year until now
for the past month until now, etc.
I don't want to drop the first value and replace it by the present value as in a moving average.
I want to keep all values. If there was 1 tick per second and I had 60 ticks for the past minute, my average would be over 60 values (periods), but the next tick would have an average over 61 values (periods).