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.
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?
