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Miha Kralj
86fe32a682
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com> Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat> Co-authored-by: Warp <agent@warp.dev>
58 lines
2.3 KiB
Plaintext
58 lines
2.3 KiB
Plaintext
// The MIT License (MIT)
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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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//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/volume/mfi.md
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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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if len < 1
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runtime.error("Invalid parameter: len must be >= 1")
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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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