Craig,
You've probably noticed this AM that the equation for MFI is
MFI:= 100 -100/(1+PosMF/NegMF) ; this is what reduces to
100 -100*NegMF/(NegMF+PosMF); :-(
Re your hesitance to switch to eMFI, I can send a snippet to
[slowly] do the SMA version if you must.
Go with typ rather than avg; don't know how they got that messed up.
Bob
The final code I sent runs into an old Q+ precompile bug -- it
thinks Denom must be zero. Can fix by dividing by Denom + 0.0001 but
I adamantly refused to do that. The fix shown below is just as dumb.
[Excise it when Gary posts the new build.]
-------------
//--MoneyFlow Index--
// change to EMA to enable stepping thru a back test
input = "250vol.lst";
output = "mfixx.lst";
issuetype common;
integer i, lenMFI, bar, first, last; //add backtest vars
float typPr, ptypPr, PosMF, NegMF, eMFI, peMFI, Denom;
lenMFI:= 14; // Length of MFI EMA Set this ******
first:= 0; last:= 0; // Set these neg for BT ******
Daystoload = 1 +3*lenMFI -first; // should settle EMA down enough
DaysRequired = 1 +3*lenMFI -first;
// Now calc starting MFI
PosMF:=0; NegMF:=0; Denom:= 0.0;
for i = first - 3*lenMFI to first -1 do // could reduce 3 to 1.5
typPr:= high(i)+low(i)+close(i);
ptypPr:= high(i-1)+low(i-1)+close(i-1);
if typPr < ptypPr then
NegMF:= NegMF + (typPr*vol(i)/3 -NegMF)*2/(lenMFI+1);
endif;
if typPr != ptypPr then
Denom:= Denom + (typPr*vol(i)/3 -Denom)*2/(lenMFI+1);
endif;
next i;
peMFI:= 0; if Denom > 0 then // to handle Q+ precompile bug
peMFI:= 100 -100*NegMF/Denom;
endif;
// Now into "Backtesting loop
for bar = first to last do // now
typPr:= high(bar)+low(bar)+close(bar);
ptypPr:= high(bar-1)+low(bar-1)+close(bar-1);
if typPr < ptypPr then
NegMF:= NegMF + (typPr*vol(bar)/3 -NegMF)*2/(lenMFI+1);
endif;
if typPr != ptypPr then
Denom:= Denom + (typPr*vol(bar)/3 -Denom)*2/(lenMFI+1);
endif;
eMFI:= 0; if Denom > 0 then // to handle Q+ precompile bug
eMFI:= 100 -100*NegMF/Denom;
endif;
if eMFI > peMFI then
println symbol,",",date(bar),",",close(Bar):8:2,",",
peMFI:8:4,",",eMFI:8:4;
endif;
peMFI:= eMFI; // for next bar
next bar;
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