Money Flow Index (MFI)
Created by Quong and Soudack, the Money Flow Index is a price-volume oscillator that shows buying and selling momentum. [Discuss]
// usage IEnumerable<MfiResult> results = quotes.GetMfi(lookbackPeriods);
int - Number of periods (
N) in the lookback period. Must be greater than 1. Default is 14.
Historical quotes requirements
You must have at least
N+1 historical quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
Nperiods will have
nullMFI values since they cannot be calculated.
DateTime - Date from evaluated
decimal - Money Flow Index
See Utilities and helpers for more information.
Results can be further processed on
Mfi with additional chain-enabled indicators.
// example var results = quotes .GetMfi(..) .GetRsi(..);
This indicator must be generated from
quotes and cannot be generated from results of another chain-enabled indicator or method.