I'm using both daily and 15 minute money flow index data in my strategy. But I'd like to check more than one stock at a time. Making an array of stock tickers is easy, but I'm not too sure how to define the array for both daily and consolidated mfi data?
Alexandre Catarino
When we are handling more than one security and each one of them has multiple indicators, one option is to create a class that holds the indicators of each symbol:
public class SymbolData { public Symbol Symbol; public MoneyFlowIndex Daily; public MoneyFlowIndex Fifteen; public bool IsReady { get { return Daily.IsReady && Fifteen.IsReady; } } public SymbolData(Symbol symbol, MoneyFlowIndex daily, MoneyFlowIndex fifteen) { Symbol = symbol; Daily = daily; Fifteen = fifteen; } }
We can save this object in a dictionary where the key is a Symbol and easily access the information:
public Dictionary<Symbol, SymbolData> _symbolData; // MFI 15 minutes of a given bar var mfi15m = _symbolData[bar.Symbol].Fifteen;
Please checkout the attached project.
Crissi Wells
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