Struct MoneyFlowIndex

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pub struct MoneyFlowIndex { /* private fields */ }
Expand description

Money Flow Index (MFI).

The MFI is an volume and price based oscillator which gives moneyflow over n periods. MFI is used to measure buying and selling pressure. MFI is also known as volume-weighted RSI.

§Formula

Typical Price(TP) = (High + Low + Close)/3

Money Flow(MF) = Typical Price x Volume

MF is positive when currennt TP is greater that previous period TP and negative when current TP is less than preivous TP.

Positive money flow (PMF)- calculated by adding the money flow of all the days RMF is positive.

Negative money flow (NMF)- calculated by adding the money flow of all the days RMF is negative.

Money Flow Index(MFI) = PMF / (PMF + NMF) * 100

§Parameters

  • n - number of periods, integer greater than 0

§Example

use quantaxis_rs::indicators::MoneyFlowIndex;
use quantaxis_rs::{Next, DataItem};

let mut mfi = MoneyFlowIndex::new(3).unwrap();
let di = DataItem::builder()
            .high(3.0)
            .low(1.0)
            .close(2.0)
            .open(1.5)
            .volume(1000.0)
            .build().unwrap();
mfi.next(&di);

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impl MoneyFlowIndex

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pub fn new(n: u32) -> Result<Self>

Trait Implementations§

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impl Clone for MoneyFlowIndex

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fn clone(&self) -> MoneyFlowIndex

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for MoneyFlowIndex

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for MoneyFlowIndex

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl Display for MoneyFlowIndex

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'a, T: High + Low + Close + Volume> Next<&'a T> for MoneyFlowIndex

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type Output = f64

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fn next(&mut self, input: &'a T) -> f64

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impl Reset for MoneyFlowIndex

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fn reset(&mut self)

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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