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volume category touchup

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Miha Kralj
2026-01-31 11:21:09 -08:00
parent 7b3a6520d2
commit 51e885a4a6
52 changed files with 5890 additions and 536 deletions
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lib/volume/mfi/Mfi.cs
+6 -18
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@@ -7,26 +7,14 @@ namespace QuanTAlib;
/// MFI: Money Flow Index
/// </summary>
/// <remarks>
/// Money Flow Index is a volume-weighted RSI that measures buying and selling pressure
/// using both price and volume data. It compares positive money flow to negative money
/// flow to determine if a security is overbought or oversold.
/// Volume-weighted RSI measuring buying/selling pressure for overbought/oversold conditions.
/// Oscillates 0-100; above 80 indicates overbought, below 20 oversold.
///
/// Calculation:
/// 1. Typical Price = (High + Low + Close) / 3
/// 2. Raw Money Flow = Typical Price × Volume
/// 3. Positive MF = Sum of Raw MF when Typical Price increases
/// 4. Negative MF = Sum of Raw MF when Typical Price decreases
/// 5. Money Flow Ratio = Positive MF / Negative MF
/// 6. MFI = 100 - (100 / (1 + Money Flow Ratio))
///
/// MFI oscillates between 0 and 100:
/// - Values above 80 typically indicate overbought conditions
/// - Values below 20 typically indicate oversold conditions
///
/// Sources:
/// https://www.investopedia.com/terms/m/mfi.asp
/// https://school.stockcharts.com/doku.php?id=technical_indicators:money_flow_index_mfi
/// Calculation: <c>TP = (H+L+C)/3</c>, <c>MFR = Sum(Positive_MF) / Sum(Negative_MF)</c>,
/// <c>MFI = 100 - (100 / (1 + MFR))</c>.
/// </remarks>
/// <seealso href="Mfi.md">Detailed documentation</seealso>
/// <seealso href="mfi.pine">Reference Pine Script implementation</seealso>
[SkipLocalsInit]
public sealed class Mfi : ITValuePublisher
{