docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation

lib/volume/mfi/tests/Mfi.Quantower.Tests.cs

@@ -0,0 +1,122 @@
+using TradingPlatform.BusinessLayer;
+
+namespace QuanTAlib.Tests;
+
+public class MfiIndicatorTests
+{
+    [Fact]
+    public void MfiIndicator_Constructor_SetsDefaults()
+    {
+        var indicator = new MfiIndicator();
+
+        Assert.Equal("MFI - Money Flow Index", indicator.Name);
+        Assert.Equal(14, indicator.Period);
+        Assert.True(indicator.SeparateWindow);
+        Assert.True(indicator.OnBackGround);
+        Assert.Equal(14, indicator.MinHistoryDepths);
+    }
+
+    [Fact]
+    public void MfiIndicator_ShortName_ReflectsPeriod()
+    {
+        var indicator = new MfiIndicator { Period = 20 };
+        Assert.Equal("MFI(20)", indicator.ShortName);
+    }
+
+    [Fact]
+    public void MfiIndicator_MinHistoryDepths_EqualsDefault()
+    {
+        var indicator = new MfiIndicator();
+
+        Assert.Equal(14, indicator.MinHistoryDepths);
+        Assert.Equal(14, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+
+    [Fact]
+    public void MfiIndicator_Initialize_CreatesInternalMfi()
+    {
+        var indicator = new MfiIndicator();
+
+        // Initialize should not throw
+        indicator.Initialize();
+
+        // After init, line series should exist
+        Assert.Single(indicator.LinesSeries);
+    }
+
+    [Fact]
+    public void MfiIndicator_ProcessUpdate_HistoricalBar_ComputesValue()
+    {
+        var indicator = new MfiIndicator();
+        indicator.Initialize();
+
+        // Add historical data
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000);
+
+            // Process update for each bar to simulate history loading
+            var args = new UpdateArgs(UpdateReason.HistoricalBar);
+            indicator.ProcessUpdate(args);
+        }
+
+        // Line series should have a value
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(double.IsFinite(val));
+    }
+
+    [Fact]
+    public void MfiIndicator_ProcessUpdate_NewBar_ComputesValue()
+    {
+        var indicator = new MfiIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 30; i++)
+        {
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000);
+        }
+
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+
+        // Add new bar
+        indicator.HistoricalData.AddBar(now.AddMinutes(30), 130, 140, 120, 135, 150000);
+        indicator.ProcessUpdate(new UpdateArgs(UpdateReason.NewBar));
+
+        Assert.Equal(2, indicator.LinesSeries[0].Count);
+    }
+
+    [Fact]
+    public void MfiIndicator_Value_IsBounded()
+    {
+        var indicator = new MfiIndicator();
+        indicator.Initialize();
+
+        var now = DateTime.UtcNow;
+        for (int i = 0; i < 50; i++)
+        {
+            // Create varying price patterns to exercise full MFI range
+            double open = 100 + i;
+            double high = open + 10 + (i % 5);
+            double low = open - 5;
+            double close = (i % 2 == 0) ? high - 1 : low + 1; // Alternate high/low closes
+            double volume = 100000 + (i * 10000);
+
+            indicator.HistoricalData.AddBar(now.AddMinutes(i), open, high, low, close, volume);
+            indicator.ProcessUpdate(new UpdateArgs(UpdateReason.HistoricalBar));
+        }
+
+        double val = indicator.LinesSeries[0].GetValue(0);
+        Assert.True(val >= 0 && val <= 100, $"MFI value {val} should be between 0 and 100");
+    }
+
+    [Fact]
+    public void MfiIndicator_CustomPeriod_AffectsMinHistoryDepths()
+    {
+        var indicator = new MfiIndicator { Period = 21 };
+
+        Assert.Equal(21, indicator.MinHistoryDepths);
+        Assert.Equal(21, ((IWatchlistIndicator)indicator).MinHistoryDepths);
+    }
+}

lib/volume/mfi/tests/Mfi.Tests.cs

@@ -0,0 +1,412 @@
+using Xunit;
+
+namespace QuanTAlib.Tests;
+
+public class MfiTests
+{
+    private const int DefaultPeriod = 14;
+
+    [Fact]
+    public void Constructor_DefaultParameters_CreatesValidIndicator()
+    {
+        var mfi = new Mfi();
+        Assert.Equal($"Mfi({DefaultPeriod})", mfi.Name);
+        Assert.Equal(DefaultPeriod, mfi.WarmupPeriod);
+        Assert.False(mfi.IsHot);
+    }
+
+    [Fact]
+    public void Constructor_CustomParameters_CreatesValidIndicator()
+    {
+        var mfi = new Mfi(period: 20);
+        Assert.Equal("Mfi(20)", mfi.Name);
+        Assert.Equal(20, mfi.WarmupPeriod);
+    }
+
+    [Fact]
+    public void Constructor_InvalidPeriod_ThrowsArgumentException()
+    {
+        Assert.Throws<ArgumentException>(() => new Mfi(period: 0));
+        Assert.Throws<ArgumentException>(() => new Mfi(period: -1));
+    }
+
+    [Fact]
+    public void Update_WithTBar_ReturnsValidValue()
+    {
+        var mfi = new Mfi();
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result = mfi.Update(bar);
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_WithTValue_ThrowsNotSupportedException()
+    {
+        var mfi = new Mfi();
+        var value = new TValue(DateTime.UtcNow, 100);
+        Assert.Throws<NotSupportedException>(() => mfi.Update(value));
+    }
+
+    [Fact]
+    public void Update_ReturnsValuesBetween0And100()
+    {
+        var mfi = new Mfi(period: 5);
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            var result = mfi.Update(gbm.Next());
+            Assert.True(result.Value >= 0 && result.Value <= 100, $"MFI value {result.Value} out of range [0, 100]");
+        }
+    }
+
+    [Fact]
+    public void Update_PriceIncrease_TrendsTowardHighMfi()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        // Consistent uptrend should push MFI toward higher values
+        for (int i = 0; i < 20; i++)
+        {
+            double basePrice = 100 + i * 5; // Consistent price increase
+            mfi.Update(new TBar(time.AddMinutes(i), basePrice, basePrice + 2, basePrice - 1, basePrice + 1, 100000));
+        }
+
+        // After consistent uptrend, MFI should be relatively high
+        Assert.True(mfi.Last.Value > 50, $"MFI should be above 50 in uptrend, was {mfi.Last.Value}");
+    }
+
+    [Fact]
+    public void Update_PriceDecrease_TrendsTowardLowMfi()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        // Consistent downtrend should push MFI toward lower values
+        for (int i = 0; i < 20; i++)
+        {
+            double basePrice = 500 - i * 5; // Consistent price decrease
+            mfi.Update(new TBar(time.AddMinutes(i), basePrice, basePrice + 1, basePrice - 2, basePrice - 1, 100000));
+        }
+
+        // After consistent downtrend, MFI should be relatively low
+        Assert.True(mfi.Last.Value < 50, $"MFI should be below 50 in downtrend, was {mfi.Last.Value}");
+    }
+
+    [Fact]
+    public void Update_IsNewTrue_AdvancesState()
+    {
+        var mfi = new Mfi();
+        var bar1 = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        var result1 = mfi.Update(bar1, isNew: true);
+
+        var bar2 = new TBar(DateTime.UtcNow.AddMinutes(1), 105, 115, 95, 110, 1100000);
+        var result2 = mfi.Update(bar2, isNew: true);
+
+        Assert.NotEqual(result1.Time, result2.Time);
+    }
+
+    [Fact]
+    public void Update_IsNewFalse_UpdatesCurrentBar()
+    {
+        var mfi = new Mfi(period: 5);
+        var gbm = new GBM(seed: 42);
+
+        // Build up history with random walk (creates mixed positive/negative flows)
+        for (int i = 0; i < 20; i++)
+        {
+            mfi.Update(gbm.Next(), isNew: true);
+        }
+
+        // Get current state
+        var bar1 = gbm.Next();
+        var result1 = mfi.Update(bar1, isNew: true);
+
+        // Create a significantly different bar for correction
+        var bar2 = new TBar(bar1.Time, bar1.Open * 0.9, bar1.High * 0.85, bar1.Low * 0.9, bar1.Close * 0.85, bar1.Volume * 2);
+        var result2 = mfi.Update(bar2, isNew: false);
+
+        Assert.Equal(result1.Time, result2.Time);
+        Assert.NotEqual(result1.Value, result2.Value);
+    }
+
+    [Fact]
+    public void Update_IterativeCorrections_RestoresState()
+    {
+        var mfi = new Mfi(period: 5);
+        var gbm = new GBM(seed: 123);
+
+        // Build up history with random walk (creates mixed positive/negative flows)
+        for (int i = 0; i < 20; i++)
+        {
+            mfi.Update(gbm.Next(), isNew: true);
+        }
+
+        // New bar
+        var originalBar = gbm.Next();
+        var originalResult = mfi.Update(originalBar, isNew: true);
+
+        // Correction with significantly different values
+        var correctionBar = new TBar(originalBar.Time, originalBar.Open * 0.8, originalBar.High * 0.75, originalBar.Low * 0.8, originalBar.Close * 0.75, originalBar.Volume * 3);
+        var correctedResult = mfi.Update(correctionBar, isNew: false);
+
+        Assert.NotEqual(originalResult.Value, correctedResult.Value);
+        Assert.True(double.IsFinite(correctedResult.Value));
+    }
+
+    [Fact]
+    public void Update_WarmupPeriod_IsHotBecomesTrueAfterWarmup()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        Assert.False(mfi.IsHot);
+
+        for (int i = 0; i < 4; i++)
+        {
+            mfi.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true);
+            Assert.False(mfi.IsHot);
+        }
+
+        mfi.Update(new TBar(time.AddMinutes(4), 105, 115, 95, 110, 100000), isNew: true);
+        Assert.True(mfi.IsHot);
+    }
+
+    [Fact]
+    public void Update_WithNaN_UsesLastValidValue()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        // Process some valid bars first
+        for (int i = 0; i < 10; i++)
+        {
+            mfi.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 102, 100000));
+        }
+
+        // Process bar with NaN volume
+        var nanBar = new TBar(time.AddMinutes(10), 105, 110, 100, 108, double.NaN);
+        var result = mfi.Update(nanBar);
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_ZeroVolume_HandlesGracefully()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        mfi.Update(new TBar(time, 100, 110, 90, 105, 100000));
+        var result = mfi.Update(new TBar(time.AddMinutes(1), 105, 115, 95, 110, 0));
+
+        Assert.True(double.IsFinite(result.Value));
+    }
+
+    [Fact]
+    public void Update_FlatPrice_NeutralMfi()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        // First bar establishes baseline
+        mfi.Update(new TBar(time, 100, 105, 95, 100, 100000));
+
+        // Subsequent bars with same typical price
+        for (int i = 1; i < 10; i++)
+        {
+            mfi.Update(new TBar(time.AddMinutes(i), 100, 105, 95, 100, 100000));
+        }
+
+        // With no positive or negative flow, MFI should be neutral (50)
+        Assert.Equal(50.0, mfi.Last.Value, 5);
+    }
+
+    [Fact]
+    public void Reset_ClearsState()
+    {
+        var mfi = new Mfi(period: 5);
+        var time = DateTime.UtcNow;
+
+        for (int i = 0; i < 10; i++)
+        {
+            mfi.Update(new TBar(time.AddMinutes(i), 100 + i, 110 + i, 90 + i, 105 + i, 100000), isNew: true);
+        }
+
+        Assert.True(mfi.IsHot);
+        Assert.True(double.IsFinite(mfi.Last.Value));
+
+        mfi.Reset();
+
+        Assert.False(mfi.IsHot);
+        Assert.Equal(default, mfi.Last);
+    }
+
+    [Fact]
+    public void BatchCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var mfi = new Mfi();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(mfi.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Mfi.Batch(bars);
+
+        Assert.Equal(bars.Count, batchResult.Count);
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], batchResult[i].Value, 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_MatchesStreaming()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        // Streaming
+        var mfi = new Mfi();
+        var streamingValues = new List<double>();
+        foreach (var bar in bars)
+        {
+            streamingValues.Add(mfi.Update(bar).Value);
+        }
+
+        // Span
+        var high = bars.High.Values.ToArray();
+        var low = bars.Low.Values.ToArray();
+        var close = bars.Close.Values.ToArray();
+        var volume = bars.Volume.Values.ToArray();
+        var output = new double[bars.Count];
+
+        Mfi.Batch(high, low, close, volume, output);
+
+        for (int i = 0; i < bars.Count; i++)
+        {
+            Assert.Equal(streamingValues[i], output[i], 10);
+        }
+    }
+
+    [Fact]
+    public void SpanCalculate_InvalidLengths_ThrowsArgumentException()
+    {
+        var high = new double[100];
+        var low = new double[99]; // Different length
+        var close = new double[100];
+        var volume = new double[100];
+        var output = new double[100];
+
+        Assert.Throws<ArgumentException>(() => Mfi.Batch(high, low, close, volume, output));
+    }
+
+    [Fact]
+    public void SpanCalculate_InvalidPeriod_ThrowsArgumentException()
+    {
+        var high = new double[100];
+        var low = new double[100];
+        var close = new double[100];
+        var volume = new double[100];
+        var output = new double[100];
+
+        Assert.Throws<ArgumentException>(() => Mfi.Batch(high, low, close, volume, output, period: 0));
+    }
+
+    [Fact]
+    public void SpanCalculate_EmptyInput_HandlesGracefully()
+    {
+        var high = Array.Empty<double>();
+        var low = Array.Empty<double>();
+        var close = Array.Empty<double>();
+        var volume = Array.Empty<double>();
+        var output = Array.Empty<double>();
+
+        Mfi.Batch(high, low, close, volume, output);
+
+        Assert.Empty(output);
+    }
+
+    [Fact]
+    public void Event_PubFiresOnUpdate()
+    {
+        var mfi = new Mfi();
+        TValue? receivedValue = null;
+        bool receivedIsNew = false;
+
+        mfi.Pub += (object? sender, in TValueEventArgs args) =>
+        {
+            receivedValue = args.Value;
+            receivedIsNew = args.IsNew;
+        };
+
+        var bar = new TBar(DateTime.UtcNow, 100, 110, 90, 105, 1000000);
+        mfi.Update(bar, isNew: true);
+
+        Assert.NotNull(receivedValue);
+        Assert.True(receivedIsNew);
+    }
+
+    [Fact]
+    public void CustomPeriods_AffectsResults()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 100; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        var mfi1 = new Mfi(period: 7);
+        var mfi2 = new Mfi(period: 21);
+
+        foreach (var bar in bars)
+        {
+            mfi1.Update(bar);
+            mfi2.Update(bar);
+        }
+
+        // Different periods should produce different results
+        Assert.NotEqual(mfi1.Last.Value, mfi2.Last.Value);
+    }
+
+    [Fact]
+    public void LargeDataset_HandlesWithoutError()
+    {
+        var bars = new TBarSeries();
+        var gbm = new GBM(seed: 42);
+
+        for (int i = 0; i < 10000; i++)
+        {
+            bars.Add(gbm.Next());
+        }
+
+        var mfi = new Mfi();
+        foreach (var bar in bars)
+        {
+            var result = mfi.Update(bar);
+            Assert.True(double.IsFinite(result.Value));
+            Assert.True(result.Value >= 0 && result.Value <= 100);
+        }
+
+        Assert.True(mfi.IsHot);
+    }
+}

lib/volume/mfi/tests/Mfi.Validation.Tests.cs

@@ -0,0 +1,195 @@
+using Skender.Stock.Indicators;
+using OoplesFinance.StockIndicators;
+using OoplesFinance.StockIndicators.Models;
+using TALib;
+
+namespace QuanTAlib.Tests;
+
+public class MfiValidationTests
+{
+    private readonly ValidationTestData _data;
+    private const int DefaultPeriod = 14;
+
+    public MfiValidationTests()
+    {
+        _data = new ValidationTestData();
+    }
+
+    [Fact]
+    public void Mfi_Matches_Skender()
+    {
+        // Skender
+        var skenderResults = _data.SkenderQuotes.GetMfi(DefaultPeriod);
+        var skenderValues = skenderResults.Select(x => x.Mfi ?? double.NaN).ToArray();
+
+        // QuanTAlib
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), skenderValues, 0, 100, ValidationHelper.SkenderTolerance);
+    }
+
+    [Fact]
+    public void Mfi_Matches_Talib()
+    {
+        // TALib MFI = Money Flow Index with the same standard formula as QuanTAlib.
+        // Both compute: typical price = (H+L+C)/3, raw money flow = TP*Volume,
+        // then ratio = sum(+MF) / sum(-MF), MFI = 100 - 100/(1+ratio).
+        // Exact numeric match expected to 1e-9.
+
+        const int period = DefaultPeriod;
+
+        double[] highData = _data.Bars.High.Values.ToArray();
+        double[] lowData = _data.Bars.Low.Values.ToArray();
+        double[] closeData = _data.Bars.Close.Values.ToArray();
+        double[] volumeData = _data.Bars.Volume.Values.ToArray();
+        double[] taOut = new double[_data.Bars.Count];
+
+        var retCode = Functions.Mfi<double>(
+            highData, lowData, closeData, volumeData,
+            0..^0, taOut, out var outRange, period);
+        Assert.Equal(TALib.Core.RetCode.Success, retCode);
+
+        (int offset, int length) = outRange.GetOffsetAndLength(taOut.Length);
+        Assert.True(length > 100, $"TALib MFI produced only {length} values");
+
+        // QuanTAlib streaming
+        var mfi = new Mfi(period);
+        var qlValues = new double[_data.Bars.Count];
+        for (int i = 0; i < _data.Bars.Count; i++)
+        {
+            qlValues[i] = mfi.Update(_data.Bars[i]).Value;
+        }
+
+        // Compare
+        for (int j = 0; j < length; j++)
+        {
+            int qi = j + offset;
+            double diff = Math.Abs(qlValues[qi] - taOut[j]);
+            Assert.True(diff <= 1e-9,
+                $"MFI mismatch at [{qi}]: QuanTAlib={qlValues[qi]:G17}, TALib={taOut[j]:G17}, diff={diff:E3}");
+        }
+    }
+
+    [Fact]
+    public void Mfi_Matches_Tulip()
+    {
+        // Tulip has MFI - verify QuanTAlib produces valid values
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        Assert.True(quantalibValues.All(v => double.IsFinite(v) && v >= 0 && v <= 100),
+            "QuanTAlib MFI produces valid values");
+    }
+
+    [Fact]
+    public void Mfi_Matches_Ooples()
+    {
+        // Ooples
+        var ooplesData = _data.SkenderQuotes.Select(q => new TickerData
+        {
+            Date = q.Date,
+            Open = (double)q.Open,
+            High = (double)q.High,
+            Low = (double)q.Low,
+            Close = (double)q.Close,
+            Volume = (double)q.Volume
+        }).ToList();
+
+        var stockData = new StockData(ooplesData);
+        var oResult = stockData.CalculateMoneyFlowIndex(length: DefaultPeriod);
+        var oValues = oResult.OutputValues["Mfi"];
+
+        // QuanTAlib
+        var mfi = new Mfi(DefaultPeriod);
+        var quantalibValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            quantalibValues.Add(mfi.Update(bar).Value);
+        }
+
+        ValidationHelper.VerifyData(quantalibValues.ToArray(), oValues.ToArray(), 0, 100, ValidationHelper.OoplesTolerance);
+    }
+
+    [Fact]
+    public void Mfi_Streaming_Matches_Batch()
+    {
+        // Streaming
+        var mfi = new Mfi(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(mfi.Update(bar).Value);
+        }
+
+        // Batch
+        var batchResult = Mfi.Batch(_data.Bars, DefaultPeriod);
+        var batchValues = batchResult.Values.ToArray();
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), batchValues, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Mfi_Span_Matches_Streaming()
+    {
+        // Streaming
+        var mfi = new Mfi(DefaultPeriod);
+        var streamingValues = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            streamingValues.Add(mfi.Update(bar).Value);
+        }
+
+        // Span
+        var high = _data.Bars.High.Values.ToArray();
+        var low = _data.Bars.Low.Values.ToArray();
+        var close = _data.Bars.Close.Values.ToArray();
+        var volume = _data.Bars.Volume.Values.ToArray();
+        var spanOutput = new double[high.Length];
+
+        Mfi.Batch(high, low, close, volume, spanOutput, DefaultPeriod);
+
+        ValidationHelper.VerifyData(streamingValues.ToArray(), spanOutput, 0, 100, 1e-9);
+    }
+
+    [Fact]
+    public void Mfi_Different_Periods_ProduceDifferentResults()
+    {
+        // Test with default period
+        var mfi1 = new Mfi(14);
+        var values1 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values1.Add(mfi1.Update(bar).Value);
+        }
+
+        // Test with different period
+        var mfi2 = new Mfi(7);
+        var values2 = new List<double>();
+        foreach (var bar in _data.Bars)
+        {
+            values2.Add(mfi2.Update(bar).Value);
+        }
+
+        // Values should differ
+        bool allEqual = true;
+        for (int i = 20; i < values1.Count; i++)
+        {
+            if (Math.Abs(values1[i] - values2[i]) > 1e-9)
+            {
+                allEqual = false;
+                break;
+            }
+        }
+
+        Assert.False(allEqual, "Different periods should produce different results");
+    }
+}