I understand that the SMA is just the mean of the last closing prices in a given period. What i don't understand is how this can be drawn in real time, given that EOD closing prices only change once everyday. Is it a "rolling" period, such that the moving average is calculated by the closing prices at a specific candle? So the 9:45 1min candles close for the past 10 days? Also does the most recent candle have any affect on SMA calculation? Thank You.
Software programs will calculate moving averages and other technical indicators any way that the programmer instructs them to. :-)
In terms of practicality, an intraday calculation of an X period simple moving average is going to include the previous X-1 periods and today's current value. IOW, during the day, a 10 day SMA will include the past 9 days and the current value.
I can't help you with candles since I have never used them. Regarding your last question, if you are looking at a 10 period SMA of one minute bars, the periodicity is minutes not days. A 10 period SMA of one minute bars at 9:45 AM would contain 10 data points from 09:36 AM to 09:45 AM, assuming that the 09:45 AM one minute bar is completed.