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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
55 lines
2.2 KiB
Plaintext
55 lines
2.2 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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indicator("Money Flow Index (MFI)", "MFI", overlay=false)
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//@function Calculates Money Flow Index, a volume-weighted RSI that measures buying/selling pressure
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//@param len Period for MFI calculation
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//@param src_high High price series
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//@param src_low Low price series
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//@param src_close Close price series
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//@param src_vol Volume series
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//@returns float The MFI value (0-100)
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//@optimized Uses circular buffers for O(1) performance with proper NA handling
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mfi(simple int len, series float src_high=high, series float src_low=low, series float src_close=close, series float src_vol=volume) =>
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float typical_price = (src_high + src_low + src_close) / 3.0
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float raw_money_flow = typical_price * nz(src_vol, 0.0)
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float prev_typical_price = nz(typical_price[1], typical_price)
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bool is_positive = typical_price > prev_typical_price
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bool is_negative = typical_price < prev_typical_price
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float positive_money_flow = is_positive ? raw_money_flow : 0.0
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float negative_money_flow = is_negative ? raw_money_flow : 0.0
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var array<float> pos_buffer = array.new_float(len, na)
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var array<float> neg_buffer = array.new_float(len, na)
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var int head = 0
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var float sum_positive_mf = 0.0
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var float sum_negative_mf = 0.0
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var int count = 0
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float pos_oldest = array.get(pos_buffer, head)
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float neg_oldest = array.get(neg_buffer, head)
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if not na(pos_oldest)
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sum_positive_mf -= pos_oldest
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sum_negative_mf -= neg_oldest
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else
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count += 1
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sum_positive_mf += positive_money_flow
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sum_negative_mf += negative_money_flow
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array.set(pos_buffer, head, positive_money_flow)
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array.set(neg_buffer, head, negative_money_flow)
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head := (head + 1) % len
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float money_flow_ratio = sum_negative_mf != 0 ? sum_positive_mf / sum_negative_mf : 0.0
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float mfi_value = 100.0 - (100.0 / (1.0 + money_flow_ratio))
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mfi_value
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// ---------- Main Calculation ----------
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// Parameters
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len = input.int(14, "MFI Period", minval=1, maxval=100)
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// Calculation
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mfi_line = mfi(len)
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// ---------- Plots ----------
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plot(mfi_line, "MFI", color=color.yellow, linewidth=2)
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