MarketFI Class
Name | Description | |
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MarketFI(ISeries) | MarketFI normal constructor. |
Name | Description | |
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AutoUpdate | (inherited from Indicator). | |
Count | Gets the count. (inherited from Indicator). | |
Description | Gets the description. (inherited from TimeSeries). | |
Fields | (inherited from Indicator). | |
First | Gets the first. (inherited from Indicator). | |
FirstDateTime | Datetime of the first item in this time array (inherited from Indicator). | |
Id | Gets the id. (inherited from TimeSeries). | |
Indicators | Gets the indicators. (inherited from TimeSeries). | |
IsMultiIndicator | (inherited from Indicator). | |
IsUseBarSlice | (inherited from Indicator). | |
Item(int, BarData) | Gets the Double at the specified index and bar data. (inherited from Indicator). | |
Item(int) | Gets or sets the Double at the specified index. (inherited from Indicator). | |
Last | Gets the last. (inherited from Indicator). | |
LastDateTime | Datetime of the last item in this time array (inherited from Indicator). | |
MaxLength | (inherited from TimeSeries). | |
Name | Gets the name. (inherited from TimeSeries). |
Name | Description | |
---|---|---|
Add(DateTime, double) | Adds the specified date time. (inherited from TimeSeries). | |
Ago(int) | Agoes the specified n. (inherited from TimeSeries). | |
Attach() | (inherited from Indicator). | |
Calculate(int) | Calculate MarketFI at the specific index. | |
Clear() | (inherited from Indicator). | |
Clone(ISeries) | ||
Contains(DateTime) | Determines whether [contains] [the specified date time]. (inherited from TimeSeries). | |
Crosses(TimeSeries, DateTime) | Crosseses the specified series. (inherited from TimeSeries). | |
Crosses(double, int) | Crosseses the specified level. (inherited from TimeSeries). | |
Detach() | (inherited from Indicator). | |
Exp() | Exps this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
GetAsymmetry(int, int, int) | Gets the asymmetry. (inherited from TimeSeries). | |
GetAutoCorrelation(int) | Calculate autocorrelation (inherited from TimeSeries). | |
GetAutoCovariance(int) | Calculate autocovariance (inherited from TimeSeries). | |
GetByDateTime(DateTime, SearchOption) | Gets the by date time. (inherited from TimeSeries). | |
GetByIndex(Instrument, int) | (inherited from Indicator). | |
GetByIndex(int, int) | (inherited from Indicator). | |
GetCorrelation(TimeSeries) | Gets the correlation. (inherited from TimeSeries). | |
GetCorrelation(TimeSeries, int, int) | Gets the correlation. (inherited from TimeSeries). | |
GetCorrelation(int, int, int, int) | Gets the correlation. (inherited from TimeSeries). | |
GetCovariance(TimeSeries) | Gets the covariance. (inherited from TimeSeries). | |
GetCovariance(TimeSeries, int, int) | Gets the covariance. (inherited from TimeSeries). | |
GetCovariance(int, int, int, int) | Gets the covariance. (inherited from TimeSeries). | |
GetDateTime(int) | Gets the date time. (inherited from Indicator). | |
GetExcess(int, int, int) | Gets the excess. (inherited from TimeSeries). | |
GetFirst(Instrument) | (inherited from Indicator). | |
GetFirst(int) | (inherited from Indicator). | |
GetIndex(DateTime, IndexOption) | Gets the index. (inherited from Indicator). | |
GetIntersection(TimeSeries) | (inherited from TimeSeries). | |
GetItem(int) | Gets the item. (inherited from TimeSeries). | |
GetLast(Instrument) | (inherited from Indicator). | |
GetLast(int) | (inherited from Indicator). | |
GetMax(DateTime, DateTime) | Gets the maximum. (inherited from Indicator). | |
GetMaxItem() | Gets the maximum item. (inherited from TimeSeries). | |
GetMean() | Calculate mean (inherited from TimeSeries). | |
GetMean(DateTime, DateTime, int) | Calculate mean (inherited from TimeSeries). | |
GetMean(int, int, int) | Calculates mean (inherited from TimeSeries). | |
GetMean(DateTime, DateTime) | Calculate mean (inherited from TimeSeries). | |
GetMean(int, int) | Calculate mean (inherited from TimeSeries). | |
GetMean(int) | Calculate mean (inherited from TimeSeries). | |
GetMedian() | Calculates median (inherited from TimeSeries). | |
GetMedian(DateTime, DateTime, int) | Calculate median (inherited from TimeSeries). | |
GetMedian(int, int, int) | Calculates medain (inherited from TimeSeries). | |
GetMedian(DateTime, DateTime) | Calculate median (inherited from TimeSeries). | |
GetMedian(int, int) | Calculate median (inherited from TimeSeries). | |
GetMedian(int) | Calculate median (inherited from TimeSeries). | |
GetMin(DateTime, DateTime) | Gets the minimum. (inherited from Indicator). | |
GetMinItem() | Gets the minimum item. (inherited from TimeSeries). | |
GetMoment(int, int, int, int) | Gets the moment. (inherited from TimeSeries). | |
GetNegativeSeries() | Returns new double series with negative data entries from this array (inherited from TimeSeries). | |
GetNegativeStdDev() | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(DateTime, DateTime) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(DateTime, DateTime, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int, int, int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeStdDev(int) | Calculate standard deviation of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(int, int, int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance() | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(DateTime, DateTime) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(DateTime, DateTime, int) | Gets the negative variance. (inherited from TimeSeries). | |
GetNegativeVariance(int, int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetNegativeVariance(int) | Calculate variance of negative data entries (inherited from TimeSeries). | |
GetPercentReturnSeries() | Gets the percent return series. (inherited from TimeSeries). | |
GetPositiveSeries() | Returns new double series with positive data entries from this array (inherited from TimeSeries). | |
GetPositiveStdDev() | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(DateTime, DateTime) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(DateTime, DateTime, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int, int, int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveStdDev(int) | Calculate standard deviation of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(int, int, int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance() | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(DateTime, DateTime) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(DateTime, DateTime, int) | Gets the positive variance. (inherited from TimeSeries). | |
GetPositiveVariance(int, int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetPositiveVariance(int) | Calculate variance of positive data entries (inherited from TimeSeries). | |
GetReturnSeries() | Gets the return series. (inherited from TimeSeries). | |
GetStdDev() | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(DateTime, DateTime) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(DateTime, DateTime, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int, int, int) | Calculate standard deviation (inherited from TimeSeries). | |
GetStdDev(int) | Calculate standard deviation (inherited from TimeSeries). | |
GetSum() | Calculate sum (inherited from TimeSeries). | |
GetSum(int, int, int) | Calculate sum (inherited from TimeSeries). | |
GetTimeSeriesItem(int) | (inherited from TimeSeries). | |
GetValue(int) | Gets the value. (inherited from TimeSeries). | |
GetVariance() | Calculate variance (inherited from TimeSeries). | |
GetVariance(int, int, int) | Calculate variance (inherited from TimeSeries). | |
GetVariance(DateTime, DateTime) | Calculate variance (inherited from TimeSeries). | |
GetVariance(DateTime, DateTime, int) | Gets the variance. (inherited from TimeSeries). | |
GetVariance(int, int) | Calculate variance (inherited from TimeSeries). | |
GetVariance(int) | Calculate variance (inherited from TimeSeries). | |
IndexOf(DateTime, SearchOption) | Indexes the of. (inherited from TimeSeries). | |
Init() | Init MarketFI indicator. | |
Log() | Logs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Log10() | Log10s this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Pow(double) | Pows the specified pow. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Remove(int) | Removes the specified index. (inherited from TimeSeries). | |
Shift(int) | Shifts the specified offset. (inherited from TimeSeries). | |
Sqrt() | SQRTs this instance. The type of this instance must have a parameterless constructor. (inherited from TimeSeries). | |
Value(ISeries, int) | Calculate MarketFI for the specific instance of ISeries and index. |
Name | Description | |
---|---|---|
Addition | Implements the +. (inherited from TimeSeries). | |
Addition | Implements the +. (inherited from TimeSeries). | |
Addition | Implements the +. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Division | Implements the /. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Multiply | Implements the *. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). | |
Subtraction | Implements the -. (inherited from TimeSeries). |
Name | Description | |
---|---|---|
calculate | (inherited from Indicator). | |
description | (inherited from TimeSeries). | |
input | (inherited from Indicator). | |
name | (inherited from TimeSeries). |
The MarketFI is calculated by the range of a given bar, divided by that bar's volume.
The MarketFI indicator determines the efficiency of price movement in relation to its bar volume or trade size. It aids the trader to determine a change in the trend and also the market bias. A market is considered to be more efficient if a small increase in tick volume accounts for a large movement in the trading range. Less efficiency is ascribed to the market if a small trading range is accompanied by a large tick volume. In other words, if it takes 2 ticks to move the market $10.00, a market where 7 ticks are needed to equal a $10.00 move is considered less efficient.
A higher value of the MarketFI indicator signifies a more efficient market and signals significant move in either direction. As the trend moves in a given direction, the MarketFI indicator helps determine periods in the market that provide more or less trading opportunities.
The MarketFI indicator is not currently applicable for Intraday charts and will never be applicable for Tick charts, due to the nature of the data.
Formula:
The MarketFI indicator determines the efficiency of price movement in relation to its bar volume or trade size. It aids the trader to determine a change in the trend and also the market bias. A market is considered to be more efficient if a small increase in tick volume accounts for a large movement in the trading range. Less efficiency is ascribed to the market if a small trading range is accompanied by a large tick volume. In other words, if it takes 2 ticks to move the market $10.00, a market where 7 ticks are needed to equal a $10.00 move is considered less efficient.
A higher value of the MarketFI indicator signifies a more efficient market and signals significant move in either direction. As the trend moves in a given direction, the MarketFI indicator helps determine periods in the market that provide more or less trading opportunities.
The MarketFI indicator is not currently applicable for Intraday charts and will never be applicable for Tick charts, due to the nature of the data.
Formula: