The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure More...
Public Member Functions | |
| override void | Reset () |
| Resets this indicator to its initial state More... | |
| MoneyFlowIndex (int period) | |
| Initializes a new instance of the MoneyFlowIndex class More... | |
| MoneyFlowIndex (string name, int period) | |
| Initializes a new instance of the MoneyFlowIndex class More... | |
Public Attributes | |
| override bool | IsReady => PositiveMoneyFlow.IsReady && NegativeMoneyFlow.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (TradeBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.TradeBarIndicator | |
| TradeBarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| IndicatorBase< IndicatorDataPoint > | PositiveMoneyFlow [get] |
| The sum of positive money flow to compute money flow ratio More... | |
| IndicatorBase< IndicatorDataPoint > | NegativeMoneyFlow [get] |
| The sum of negative money flow to compute money flow ratio More... | |
| decimal | PreviousTypicalPrice [get] |
| The current and previous typical price is used to determine positive or negative money flow More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
The Money Flow Index (MFI) is an oscillator that uses both price and volume to measure buying and selling pressure
Typical Price = (High + Low + Close)/3 Money Flow = Typical Price x Volume Positive Money Flow = Sum of the money flows of all days where the typical price is greater than the previous day's typical price Negative Money Flow = Sum of the money flows of all days where the typical price is less than the previous day's typical price Money Flow Ratio = (14-period Positive Money Flow)/(14-period Negative Money Flow)
Money Flow Index = 100 x Positive Money Flow / ( Positive Money Flow + Negative Money Flow)
Definition at line 34 of file MoneyFlowIndex.cs.
Constructor & Destructor Documentation
◆ MoneyFlowIndex() [1/2]
| QuantConnect.Indicators.MoneyFlowIndex.MoneyFlowIndex | ( | int | period | ) |
Initializes a new instance of the MoneyFlowIndex class
- Parameters
-
period The period of the negative and positive money flow
Definition at line 76 of file MoneyFlowIndex.cs.
◆ MoneyFlowIndex() [2/2]
| QuantConnect.Indicators.MoneyFlowIndex.MoneyFlowIndex | ( | string | name, |
| int | period | ||
| ) |
Initializes a new instance of the MoneyFlowIndex class
- Parameters
-
name The name of this indicator period The period of the negative and positive money flow
Definition at line 86 of file MoneyFlowIndex.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.MoneyFlowIndex.Reset | ( | ) |
Resets this indicator to its initial state
Definition at line 64 of file MoneyFlowIndex.cs.
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 99 of file MoneyFlowIndex.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.MoneyFlowIndex.IsReady => PositiveMoneyFlow.IsReady && NegativeMoneyFlow.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 54 of file MoneyFlowIndex.cs.
Property Documentation
◆ PositiveMoneyFlow
|
get |
The sum of positive money flow to compute money flow ratio
Definition at line 39 of file MoneyFlowIndex.cs.
◆ NegativeMoneyFlow
|
get |
The sum of negative money flow to compute money flow ratio
Definition at line 44 of file MoneyFlowIndex.cs.
◆ PreviousTypicalPrice
|
get |
The current and previous typical price is used to determine positive or negative money flow
Definition at line 49 of file MoneyFlowIndex.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 59 of file MoneyFlowIndex.cs.
The documentation for this class was generated from the following file:
- Indicators/MoneyFlowIndex.cs
