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RE: [amibroker] Money Flow Index



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I finally worked it out this morning. Just needed to have
break from it and a clearer head.

 

There seems to be an error within the help file for this.
The MFI equation is 

 

<span lang=EN-AU
>MFI = 100
- 100/(<font
color=fuchsia>1+MR);  <font
color=green>//Money Flow Index

 

Also the positive and negative days refers to the change of
the average price, I incorrectly took it to be the close price change to define
the up or down day.

 



<font size=3 color=teal
face="Times New Roman">Cheers,
Graham

<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading

<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia



<span
>-----Original Message-----
From: <font size=2
 face=Tahoma>Graham<font
size=2 face=Tahoma>
[mailto:gkavanagh@xxxxxxxxxxxxx] 
Sent: Friday, 16 May 2003 9:43 PM
To: <font size=2
 face=Tahoma>AB yahoo group<font
size=2 face=Tahoma>
Subject: [amibroker] Money Flow
Index

<font size=3
face="Times New Roman"> 

<span
lang=EN-AU >I have tried to re-create the money flow
index as described in the help files to use with alternative inputs, but am
getting results not matching the internal MFI. I cannot see what I am doing
wrong, can someone help me. I get results all values between 99 and 100

<font size=2
color=black face="Courier New"> 

<font size=2
color=black face="Courier New">PerMFI = <font size=2
color=fuchsia face="Courier New">14<font size=2
color=black face="Courier New">;                
<span lang=EN-AU
>//Periods

<font size=2
color=black face="Courier New">MF = (<font size=2
color=red face="Courier New">H<font size=2 color=black
face="Courier New">+<span
lang=EN-AU >L<font
size=2 color=black face="Courier New">+<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >)/<font
size=2 color=fuchsia face="Courier New">3<font size=2
color=black face="Courier New">*<font size=2 color=red
face="Courier New">V<span
lang=EN-AU >;           
<span lang=EN-AU
>//Money flow

<font size=2
color=black face="Courier New">MRP = <font size=2
color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >><font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),MF,<font size=2
color=fuchsia face="Courier New">0<font size=2
color=black face="Courier New">); <font size=2
color=green face="Courier New">//positive MF

<font size=2
color=black face="Courier New">MRPS = <font size=2
color=blue face="Courier New">Sum<font size=2
color=black face="Courier New">(MRP,PerMFI);     
<span lang=EN-AU
>//sum positive
MF

<font size=2
color=black face="Courier New">MRN = <font size=2
color=blue face="Courier New">IIf<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU ><<font
size=2 color=blue face="Courier New">Ref<font size=2
color=black face="Courier New">(<font size=2 color=red
face="Courier New">C<span
lang=EN-AU >,-<font
size=2 color=fuchsia face="Courier New">1<font size=2
color=black face="Courier New">),MF,<font size=2
color=fuchsia face="Courier New">0<font size=2
color=black face="Courier New">); <font size=2
color=green face="Courier New">//negative MF

<font size=2
color=black face="Courier New">MRNS = <font size=2
color=blue face="Courier New">Sum<font size=2
color=black face="Courier New">(MRN,PerMFI);     
<span lang=EN-AU
>//sum negative
MF

<font size=2
color=black face="Courier New">MR =
MRPS/MRNS;             
<span lang=EN-AU
>//Money Ratio

<font size=2
color=black face="Courier New">myMFI = <font size=2
color=fuchsia face="Courier New">100<font size=2
color=black face="Courier New"> - <font size=2
color=fuchsia face="Courier New">100<font size=2
color=black face="Courier New">/(<font size=2
color=fuchsia face="Courier New">100<font size=2
color=black face="Courier New">+MR);  <font size=2
color=green face="Courier New">//Money Flow Index

<font size=2
color=black face="Courier New"> 

<font size=2
color=blue face="Courier New">Plot<font size=2
color=black face="Courier New">(MyMFI,<font size=2
color=darkred face="Courier New">"myMFI"<font
size=2 color=black face="Courier New">,<font size=2 color=red
face="Courier New">colorGreen<span
lang=EN-AU >,<font
size=2 color=red face="Courier New">styleLine<font size=2
color=black face="Courier New">);

<font size=2
color=black face="Courier New"> 

<font size=2 color=blue
face="Courier New">Plot<span
lang=EN-AU >(<font
size=2 color=blue face="Courier New">MFI<font size=2
color=black face="Courier New">(PerMFI),<font size=2
color=darkred face="Courier New">"MFI()"<font
size=2 color=black face="Courier New">,<font size=2 color=red
face="Courier New">colorRed<span
lang=EN-AU >,<font
size=2 color=red face="Courier New">styleLine<font size=2
color=black face="Courier New">);

<span
lang=EN-AU > 

<font
size=3 color=teal face="Times New Roman">Cheers,
Graham

<font
size=2 color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading

<font
size=2 color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia

<font size=3
face="Times New Roman"> 

<font size=2
face="Times New Roman">



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face="Courier New">Send BUG REPORTS to
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