Money Flow Index (MFI)

get_mfi(quotes, lookback_periods=14)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int, default 14	Number of periods (`N`) in the lookback period. Must be greater than 1.

Historical quotes requirements

You must have at least N+1 historical quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

MFIResults[MFIResult]

This method returns a time series of all available indicator values for the quotes provided.
MFIResults is just a list of MFIResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first N periods will have None MFI values since they cannot be calculated.

MFIResult

name	type	notes
`date`	datetime	Date
`mfi`	float, Optional	Money Flow Index

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate
results = indicators.get_mfi(quotes, 14)

About Money Flow Index (MFI)

Created by Quong and Soudack, the Money Flow Index is a price-volume oscillator that shows buying and selling momentum. [Discuss] 💬