I think that your question and thus the existing answers address only part of the problem you have.

> I have 2 arduino pro minis sending data to my Raspberry Pi. But in order to do that I need to run the script by typing it on my Raspberry. 

To me it sounds that you intend the setup of Pi and Arduinos to automatically work no matter what, e.g. after powering it up. In this case you certainly do not want to manually log into the Pi and start a script following the procedure KennetRunner has described. Instead you would want the Pi to automatically restart the script. (It goes without saying that the access provided by SSH and dyndns has still its merits as it allows access for maintenance. So this is not about *either ... or* but *both ... and*.)

To automatically start/restart scripts various techniques are described. I found [``supervisord``][1] an easy to configure tool to achieve this. Besides starting processes on reboot it also monitors them and restarts them if they crash.

  [1]: http://supervisord.org/


See also: https://raspberrypi.stackexchange.com/questions/8039/start-and-run-a-python-script-at-boot-and-use-cron-to-make-sure-its-still-alive