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fix: Fixed an error in the MFI indicator calculation. #391

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Merged
cinar merged 2 commits into from
Jul 23, 2026
Merged

fix: Fixed an error in the MFI indicator calculation. #391

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ef59e1e
fix: Fixed an error in the MFI indicator calculation.
Presbyter Jul 23, 2026
fc21405
Update MFI test data and fix comment formatting
cinar Jul 23, 2026
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42 changes: 21 additions & 21 deletions strategy/volume/testdata/money_flow_index_strategy.csv
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Expand Up @@ -56,6 +56,7 @@ Action
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14 changes: 8 additions & 6 deletions volume/mfi.go
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Expand Up @@ -51,15 +51,17 @@ func NewMfiWithPeriod[T helper.Number](period int) *Mfi[T] {

// ComputeWithContext function takes a channel of numbers and computes the MFI.
func (m *Mfi[T]) ComputeWithContext(ctx context.Context, highs, lows, closings, volumes <-chan T) <-chan T {
// Raw Money Flow = Typical Price * Volume
rawMoneyFlowSplice := helper.DuplicateWithContext(ctx, helper.MultiplyWithContext(ctx, m.TypicalPrice.ComputeWithContext(ctx, highs, lows, closings),
volumes,
),
// TP = (High + Low + Close) / 3
tpSplice := helper.DuplicateWithContext(ctx,
m.TypicalPrice.ComputeWithContext(ctx, highs, lows, closings),
2,
)

moneyFlowSplice := helper.DuplicateWithContext(ctx, helper.MultiplyWithContext(ctx, helper.SignWithContext(ctx, helper.ChangeWithContext(ctx, rawMoneyFlowSplice[0], 1)),
helper.SkipWithContext(ctx, rawMoneyFlowSplice[1], 1),
// Raw Money Flow = Typical Price * Volume
rawMoneyFlow := helper.MultiplyWithContext(ctx, tpSplice[0], volumes)

moneyFlowSplice := helper.DuplicateWithContext(ctx, helper.MultiplyWithContext(ctx, helper.SignWithContext(ctx, helper.ChangeWithContext(ctx, tpSplice[1], 1)),
helper.SkipWithContext(ctx, rawMoneyFlow, 1),
),
2,
)
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