Struct Mfi 

pub struct Mfi { /* private fields */ }

Money Flow Index, smoothed, with a signal line.

Per bar the raw money flow is typical * volume, typical = (high + low + close) / 3; it counts as positive when the typical price rose against the previous bar, negative when it fell, and not at all on the first bar or when unchanged. Over the last mfi_len bars raw = 100 - 100 / (1 + positive / negative), with 50 without any flow, 100 without negative and 0 without positive flow. value is the line, Ema(avg_len) of the raw MFI with the first-sample seed; extra["signal"] is Ema(sig_len) of the line. Alerts require volume.

First output: with the mfi_len-th bar. Indicator::reset clears the window and averages.

Implementations

impl Mfi

pub fn new( mfi_len: usize, avg_len: usize, sig_len: usize, mid_line: f64, overbought: f64, oversold: f64, lookback_extreme: usize, require_extreme_zone: bool, ) -> Self

pub fn with_defaults() -> Self

Trait Implementations

impl Indicator for Mfi

fn name(&self) -> &str

fn warmup_period(&self) -> usize

fn on_bar(&mut self, bar: &Bar) -> Option<IndicatorOutput>

fn reset(&mut self)

fn alerts(&self) -> Vec<IndicatorAlert>

fn on_checked_bar( &mut self, bar: &Bar, ) -> Result<Option<IndicatorOutput>, BarValidationError>

Validates a bar before forwarding it to Indicator::on_bar.