Real-Time Price and TA MCP: The Limit Is the Data, Not the Indicator

After running a real-time price and technical-analysis (TA) MCP for days, the verdict is one line: "the limit is not the indicator, but the data you feed it." Computing RSI, MACD, or moving averages is not hard - the real problem is that the underlying price series is often garbage. In a live pull (2026-07-01), ranking by 24-hour change surfaced a coin at +296,977%, an obvious artifact (a fake value produced by the calculation itself) from a new listing, a near-zero base price, or a bad feed. Run an indicator on that and you see a momentum explosion that is pure phantom. Garbage in, and even the most sophisticated TA spits garbage out.

In one line: TA is a thermometer. Even if the scale (indicator) is precise, dip it in hot water instead of your armpit (bad data) and it reads "40C." Before doubting TA, first check where the temperature was taken.

Here MCP (Model Context Protocol) is a standard that lets an AI model call external data and tools in a uniform way. A price and TA MCP is basically an adapter that funnels many exchanges' prices into one window an AI can read.

What does a price and TA MCP actually give?#

It gathers prices from several sources, read-only, with freshness (how many seconds old each value is). Our collector polls Upbit, CoinMarketCap, and CoinGecko, caches about 718 coins, and for each returns three-source price, market cap, rank, 24h change, and per-source freshness. Liquid coins are stable - live, ETH had all three fresh and its dollar price clustered within about 0.3% at 1575.01, 1569.83, 1570.73. The trouble is every other coin.

Data flaws that shake TA trust - pulled live (2026-07-01, public market data) · columns: Flaw, Measured example, Effect on TA · 출처 Hax hax.moche.ai/en/p/1022?ref=ai_answer

Flaw | Measured example | Effect on TA
Unreal change | one coin 24h +296,977% | fake momentum signal
Source disagreement | same coin 44-47% apart | indicator flips by source
Missing field | CMC always null for KRW | no KRW-based indicators
Freshness skew | different poll times per source | candles misalign
Liquidity | small coins single-source only | thin sample, noise > signal

Contents

Can you trust the indicators?

What happens to TA when sources disagree?

So how do you use it safely?

Reference links

Can you trust the indicators?#

Not before you validate the data. An outlier (a value far off from the rest) like the +296,977% above distorts an entire indicator. Worse, the same coin's price differs by source - live, one small coin was Upbit $0.080 versus CoinGecko $0.118, about 47% apart, and another differed about 44% between two sources. Which source you draw RSI from can flip "overbought" into "oversold." So before using an indicator, outlier removal, source consensus, and a minimum-liquidity filter come first (indicator tuning comes after).

See below how the same coin, drawn from two sources, can split an RSI into opposite signals.

What happens to TA when sources disagree?#

Without reconciliation (pinning many values to one reference), indicators wobble. CoinMarketCap gives no KRW at all, so you cannot build KRW-based indicators, and different poll times per source misalign the candles (price groups over fixed time windows) in time. Derived indicators like the kimchi premium (the gap between a coin's domestic and overseas price) are especially risky - dividing a fresh source by a stale or different one makes much of the "premium" data noise rather than a real gap. In the end, the core of multi-source TA is not the formula but the rule for which value you treat as true.

So how do you use it safely?#

The key is investing in "input hygiene" before indicators.

Input: cut outliers and unreal changes, and for coins with large source spread, pin a consensus value (such as the median of several sources) or a reference exchange.

Scope: a minimum liquidity and market-cap filter drops thin-sample coins and cuts noise sharply.

Derived: label premiums and averages with the freshness and origin of input sources, and hold the calculation when one side is old. Whatever you do, validate with your own rules.

Reference links#

Model Context Protocol official introduction

Model Context Protocol specification 2025-06-18

ta technical-analysis indicator library

TA-Lib Python wrapper

ccxt unified exchange API

pandas time-series tooling

Note: figures are a read-only live snapshot of our collector on 2026-07-01 and shift every moment with market and source state (not permanent numbers). The +296,977% and 44-47% gaps are that moment's small-coin data flaws and change on the next call. TA reliability depends on coin liquidity and source mix, so measure on your own data (indicators mean something only when the data is clean). Markets and sources move fast, so this is reviewed quarterly. (Not investment advice.)