The MFI - Money Flow Index

Just wondering if this indicator will be implemented in any future Zorro versions?

There is no MFI for Forex or indices because they have no money volume. Stocks have, but then you'll need an additional volume history file. We have no experience with stock trading and think that stocks probably won't work well for automated trading.

Again, many thanks for the reply jcl.

Would it not give you more options for finding more pairs to use for statistical arbitrage scripts?

I was researching Stat Arb out of interest the the other day, would you say this is possible in Zorro at this point in time?

Sure, stat arb is possible with correlated currencies and commodities. For instance, XAU and XAG are strongly correlated.

Great stuff, I find that Silver tends to overreact more % wise on moves than gold but they are sure correlated. Today's price action has been pretty strong.