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);
§Links
Implementations§
Trait Implementations§
Source§impl Clone for MoneyFlowIndex
impl Clone for MoneyFlowIndex
Source§fn clone(&self) -> MoneyFlowIndex
fn clone(&self) -> MoneyFlowIndex
Returns a duplicate of the value. Read more
1.0.0 · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moreSource§impl Debug for MoneyFlowIndex
impl Debug for MoneyFlowIndex
Source§impl Default for MoneyFlowIndex
impl Default for MoneyFlowIndex
Source§impl Display for MoneyFlowIndex
impl Display for MoneyFlowIndex
Auto Trait Implementations§
impl Freeze for MoneyFlowIndex
impl RefUnwindSafe for MoneyFlowIndex
impl Send for MoneyFlowIndex
impl Sync for MoneyFlowIndex
impl Unpin for MoneyFlowIndex
impl UnwindSafe for MoneyFlowIndex
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more